+46,613.4%
QCOM vs SAN
+2,169.0%
+44,444.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.5% | -9.0% | -9.3% |
| 7D | -15.5% | +3.5% | -18.9% | -16.4% |
| 30D | -13.4% | -13.2% | -0.2% | -8.8% |
| 3M | 0.0% | -16.9% | +17.0% | +7.1% |
| 6M | -15.2% | +2.3% | -17.6% | -16.0% |
| YTD | -6.9% | +4.9% | -11.9% | -9.3% |
| 1Y | -11.0% | +20.4% | -31.4% | -17.5% |
| 3Y | +39.8% | +243.2% | -203.5% | -12.9% |
| 5Y | +7.2% | +275.3% | -268.1% | -37.2% |
| 10Y | +207.7% | +254.0% | -46.3% | +70.3% |
| All | +46,613.4% | +2,169.0% | +44,444.5% | +12,277.4% |
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