+1.6%
NXPI vs SAN
+53.7%
-52.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 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% | -29.8% |
| 6M | +9.7% | +32.7% | -22.9% | -2.0% |
| YTD | +3.8% | +26.7% | -22.9% | -7.3% |
| 1Y | +1.6% | +51.6% | -50.0% | -15.9% |
| All | +1.6% | +53.7% | -52.1% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling