+242.6%
QCOM vs SAN
+270.1%
-27.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.9% |
| 7D | +4.3% | +4.0% | +0.3% | +2.6% |
| 30D | -0.1% | -7.8% | +7.7% | +3.0% |
| 3M | +5.2% | -16.4% | +21.6% | +12.6% |
| 6M | -18.4% | +3.5% | -21.9% | -19.6% |
| YTD | +2.4% | +6.7% | -4.3% | -1.1% |
| 1Y | +0.9% | +14.5% | -13.6% | -5.2% |
| 3Y | +48.4% | +243.5% | -195.1% | -9.3% |
| 5Y | +16.6% | +296.2% | -279.6% | -34.7% |
| All | +242.6% | +270.1% | -27.5% | +86.2% |
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 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