+34.2%
EQT vs SN
+447.8%
-413.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.5% |
| 7D | -2.0% | -7.3% | +5.3% | -1.3% |
| 30D | 0.0% | -13.6% | +13.6% | +1.2% |
| 3M | +5.9% | +18.6% | -12.7% | +3.7% |
| 6M | -14.8% | +46.0% | -60.8% | -18.7% |
| YTD | +1.8% | +43.7% | -41.9% | -3.0% |
| 1Y | +7.4% | +39.2% | -31.8% | +2.4% |
| 3Y | +33.6% | +306.5% | -272.9% | +13.0% |
| All | +34.2% | +447.8% | -413.6% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling