+211.4%
NXPI vs SAN
+329.5%
-118.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.3% |
| 7D | -2.3% | -0.5% | -1.8% | -2.1% |
| 30D | -4.3% | -0.1% | -4.3% | -4.4% |
| 3M | -24.7% | +19.6% | -44.3% | -30.8% |
| 6M | +9.7% | +32.7% | -22.9% | -4.4% |
| YTD | +3.8% | +26.7% | -22.9% | -8.4% |
| 1Y | +1.6% | +51.6% | -50.0% | -17.7% |
| 3Y | +16.0% | +348.7% | -332.7% | -44.2% |
| 5Y | +16.1% | +378.7% | -362.6% | -47.9% |
| 10Y | +211.4% | +336.9% | -125.6% | +39.4% |
| All | +211.4% | +329.5% | -118.2% | +39.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling