+19.8%
NXPI vs SAN
+384.2%
-364.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | +1.9% | +1.8% | +0.1% | +1.1% |
| 30D | -1.4% | +2.0% | -3.4% | -2.4% |
| 3M | -29.1% | +19.7% | -48.8% | -34.8% |
| 6M | +6.2% | +30.6% | -24.4% | -6.7% |
| YTD | +5.9% | +28.8% | -23.0% | -7.2% |
| 1Y | +2.9% | +57.8% | -54.9% | -18.2% |
| 3Y | +14.5% | +338.1% | -323.6% | -43.7% |
| All | +19.8% | +384.2% | -364.4% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling