+36.8%
EQT vs SN
+496.6%
-459.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | -0.8% | +0.1% | -1.0% | -0.9% |
| 30D | +6.6% | -5.6% | +12.2% | +7.1% |
| 3M | +4.4% | +48.1% | -43.7% | -0.1% |
| 6M | -10.5% | +57.6% | -68.1% | -15.2% |
| YTD | +3.7% | +56.5% | -52.8% | -1.9% |
| 1Y | +9.9% | +52.6% | -42.7% | +3.9% |
| 3Y | +35.4% | +412.0% | -376.6% | +13.5% |
| All | +36.8% | +496.6% | -459.8% | +14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling