+9.1%
EQT vs SN
+39.6%
-30.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +0.4% |
| 7D | -1.2% | -7.2% | +6.0% | -1.5% |
| 30D | +1.1% | -13.4% | +14.5% | +0.4% |
| 3M | +4.8% | +26.8% | -22.0% | +5.3% |
| 6M | -10.6% | +44.6% | -55.2% | -9.9% |
| YTD | +3.4% | +45.3% | -41.9% | +4.1% |
| All | +9.1% | +39.6% | -30.5% | -0.4% |
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