+54.3%
QCOM vs SAN
+339.3%
-285.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +3.3% | +1.8% | +1.6% | +2.5% |
| 30D | +7.7% | +2.0% | +5.7% | +6.7% |
| 3M | -30.1% | +19.7% | -49.8% | -35.4% |
| 6M | +22.8% | +30.6% | -7.8% | +9.1% |
| YTD | +0.2% | +28.8% | -28.7% | -11.1% |
| 1Y | +7.9% | +57.8% | -49.9% | -12.4% |
| All | +54.3% | +339.3% | -285.0% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling