+3,014.5%
EQT vs SAN
+2,079.3%
+935.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -2.0% | -0.5% | -1.5% | -1.9% |
| 30D | +1.0% | -0.1% | +1.1% | +1.0% |
| 3M | +4.0% | +19.6% | -15.6% | -1.3% |
| 6M | -11.7% | +32.7% | -44.4% | -19.1% |
| YTD | +2.8% | +26.7% | -23.9% | -5.3% |
| 1Y | +10.0% | +51.6% | -41.6% | -3.8% |
| 3Y | +34.1% | +348.7% | -314.6% | -14.2% |
| 5Y | +195.3% | +378.7% | -183.5% | +81.5% |
| 10Y | +51.6% | +336.9% | -285.4% | -10.4% |
| All | +3,014.5% | +2,079.3% | +935.2% | +1,406.0% |
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