+254.0%
QCOM vs SAN
+347.3%
-93.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +3.3% | +1.8% | +1.6% | +2.6% |
| 30D | +7.7% | +2.0% | +5.7% | +6.8% |
| 3M | -30.1% | +19.7% | -49.8% | -34.7% |
| 6M | +22.8% | +30.6% | -7.8% | +10.5% |
| YTD | +0.2% | +28.8% | -28.7% | -9.9% |
| 1Y | +7.9% | +57.8% | -49.9% | -10.2% |
| 3Y | +55.8% | +338.1% | -282.3% | -12.7% |
| 5Y | +30.1% | +384.2% | -354.1% | -32.4% |
| All | +254.0% | +347.3% | -93.2% | +81.2% |
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