+719.6%
EQT vs SNY
+241.5%
+478.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -1.2% | -3.6% | +2.5% | +0.2% |
| 30D | +1.1% | -1.9% | +3.0% | +1.7% |
| 3M | +4.8% | -2.0% | +6.7% | +5.2% |
| 6M | -10.6% | +2.5% | -13.1% | -12.0% |
| YTD | +3.4% | -7.0% | +10.4% | +5.2% |
| 1Y | +8.7% | -4.4% | +13.1% | +9.0% |
| 3Y | +35.0% | -8.4% | +43.4% | +32.5% |
| 5Y | +204.2% | +9.5% | +194.7% | +172.4% |
| 10Y | +52.5% | +64.3% | -11.8% | +9.2% |
| All | +719.6% | +241.5% | +478.0% | +304.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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