+195.6%
EQT vs SAN
+374.5%
-178.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -1.2% | -2.8% | +1.6% | -0.5% |
| 30D | +1.1% | -0.5% | +1.6% | +1.2% |
| 3M | +4.8% | +22.7% | -17.9% | -1.0% |
| 6M | -10.6% | +28.8% | -39.4% | -17.3% |
| YTD | +3.4% | +26.3% | -22.8% | -4.8% |
| 1Y | +8.7% | +48.8% | -40.2% | -5.5% |
| 3Y | +35.0% | +347.2% | -312.3% | -21.2% |
| All | +195.6% | +374.5% | -178.9% | +57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling