+22.0%
NXPI vs SAN
+267.8%
-245.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.6% |
| 7D | -4.4% | +4.9% | -9.3% | -6.5% |
| 30D | +5.6% | -13.0% | +18.5% | +12.0% |
| 3M | +7.6% | -18.9% | +26.5% | +17.7% |
| 6M | -17.6% | -4.1% | -13.4% | -16.5% |
| YTD | +15.9% | +2.6% | +13.3% | +12.2% |
| 1Y | +22.4% | +16.9% | +5.5% | +11.3% |
| 3Y | +43.2% | +239.1% | -195.8% | -21.2% |
| All | +22.0% | +267.8% | -245.8% | -37.0% |
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