+1,747.1%
NXPI vs SAN
+163.7%
+1,583.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | +1.9% | +1.8% | +0.1% | +1.0% |
| 30D | -1.4% | +2.0% | -3.4% | -2.4% |
| 3M | -29.1% | +19.7% | -48.8% | -34.9% |
| 6M | +6.2% | +30.6% | -24.4% | -7.0% |
| YTD | +5.9% | +28.8% | -23.0% | -7.5% |
| 1Y | +2.9% | +57.8% | -54.9% | -18.5% |
| 3Y | +14.5% | +338.1% | -323.6% | -45.1% |
| 5Y | +17.1% | +384.2% | -367.2% | -48.4% |
| 10Y | +193.4% | +353.1% | -159.8% | +19.6% |
| All | +1,747.1% | +163.7% | +1,583.4% | +809.2% |
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 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