+7.8%
EQT vs SAN
+58.9%
-51.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.9% |
| 7D | +1.1% | +1.8% | -0.7% | +1.3% |
| 30D | +7.7% | +2.0% | +5.7% | +7.9% |
| 3M | +0.2% | +19.7% | -19.5% | +2.1% |
| 6M | -9.5% | +30.6% | -40.1% | -6.9% |
| YTD | +3.8% | +28.8% | -25.0% | +5.2% |
| 1Y | +7.8% | +57.8% | -50.0% | +9.6% |
| All | +7.8% | +58.9% | -51.2% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling