+251.9%
QCOM vs SAN
+267.7%
-15.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +1.4% |
| 7D | +13.0% | +1.0% | +12.0% | +12.5% |
| 30D | +0.2% | -9.4% | +9.5% | +3.9% |
| 3M | +9.2% | -17.1% | +26.4% | +17.3% |
| 6M | -15.0% | +2.2% | -17.2% | -15.9% |
| YTD | +5.2% | +6.0% | -0.8% | +1.9% |
| 1Y | +2.4% | +12.7% | -10.4% | -3.2% |
| 3Y | +52.0% | +242.1% | -190.2% | -6.9% |
| 5Y | +19.7% | +293.6% | -273.9% | -32.8% |
| All | +251.9% | +267.7% | -15.8% | +91.8% |
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