+9,167.3%
INTC vs SAN
+1,787.7%
+7,379.5%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.4% |
| 7D | -4.0% | +10.8% | -14.8% | -7.7% |
| 30D | -44.5% | -5.7% | -38.7% | -43.3% |
| 3M | -40.4% | -13.4% | -27.0% | -37.2% |
| 6M | -53.5% | +3.5% | -57.0% | -54.0% |
| YTD | +57.5% | +9.7% | +47.8% | +52.2% |
| 1Y | +51.2% | +20.9% | +30.3% | +41.0% |
| 3Y | +51.6% | +254.3% | -202.7% | -4.9% |
| 5Y | +23.5% | +304.2% | -280.7% | -28.7% |
| 10Y | +106.4% | +260.2% | -153.8% | +15.7% |
| All | +9,167.3% | +1,787.7% | +7,379.5% | +2,543.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling