+49,194.2%
QCOM vs SAN
+2,118.0%
+47,076.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.8% | +6.4% |
| 7D | +0.4% | +4.9% | -4.5% | -1.4% |
| 30D | -6.6% | -13.0% | +6.4% | -1.8% |
| 3M | +3.7% | -18.9% | +22.6% | +11.9% |
| 6M | -13.3% | -4.1% | -9.2% | -12.1% |
| YTD | -1.8% | +2.6% | -4.4% | -3.5% |
| 1Y | -2.5% | +16.9% | -19.4% | -8.7% |
| 3Y | +47.0% | +239.1% | -192.1% | -8.0% |
| 5Y | +13.1% | +266.8% | -253.7% | -33.3% |
| 10Y | +224.7% | +246.0% | -21.3% | +81.1% |
| All | +49,194.2% | +2,118.0% | +47,076.3% | +13,063.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling