+245.8%
QCOM vs SAN
+275.0%
-29.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | +2.0% | +3.4% | -1.4% | +0.6% |
| 30D | +1.2% | -6.3% | +7.5% | +3.7% |
| 3M | +9.1% | -14.1% | +23.2% | +15.6% |
| 6M | -25.0% | +4.2% | -29.1% | -26.3% |
| YTD | +4.8% | +9.0% | -4.2% | +0.4% |
| 1Y | +3.6% | +18.8% | -15.2% | -4.0% |
| 3Y | +51.5% | +252.0% | -200.5% | -8.2% |
| 5Y | +19.7% | +299.5% | -279.7% | -33.2% |
| 10Y | +245.8% | +276.7% | -30.8% | +86.4% |
| All | +245.8% | +275.0% | -29.2% | +86.4% |
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