-4.9%
EQT vs SN
+156.5%
-161.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.1% | -7.3% | -2.9% |
| 7D | -6.6% | +10.6% | -17.2% | -5.9% |
| 30D | +2.7% | +20.0% | -17.3% | +3.9% |
| 3M | -0.2% | +30.4% | -30.5% | +1.3% |
| 6M | -10.6% | +91.0% | -101.6% | -8.8% |
| YTD | -1.2% | +95.9% | -97.1% | -0.5% |
| 1Y | -4.9% | +158.9% | -163.7% | -11.3% |
| All | -4.9% | +156.5% | -161.3% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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