+36.4%
EQT vs SN
+453.9%
-417.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +1.0% |
| 7D | -1.2% | -7.2% | +6.0% | -0.5% |
| 30D | +1.1% | -13.4% | +14.5% | +2.3% |
| 3M | +4.8% | +26.8% | -22.0% | +1.9% |
| 6M | -10.6% | +44.6% | -55.2% | -14.6% |
| YTD | +3.4% | +45.3% | -41.9% | -1.5% |
| 1Y | +8.7% | +40.1% | -31.4% | +3.6% |
| 3Y | +35.0% | +375.3% | -340.3% | +13.9% |
| All | +36.4% | +453.9% | -417.5% | +15.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling