+216.5%
QCOM vs SAN
+236.7%
-20.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.8% | +6.4% |
| 7D | +0.4% | +4.9% | -4.5% | -1.5% |
| 30D | -6.6% | -13.0% | +6.4% | -1.5% |
| 3M | +3.7% | -18.9% | +22.6% | +12.3% |
| 6M | -13.3% | -4.1% | -9.2% | -12.1% |
| YTD | -1.8% | +2.6% | -4.4% | -3.6% |
| 1Y | -2.5% | +16.9% | -19.4% | -9.0% |
| 3Y | +47.0% | +239.1% | -192.1% | -9.4% |
| 5Y | +13.1% | +266.8% | -253.7% | -34.6% |
| All | +216.5% | +236.7% | -20.2% | +79.0% |
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