+238.8%
EQX vs SAN
+329.2%
-90.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.6% | +1.1% |
| 7D | -3.2% | +0.2% | -3.4% | -3.2% |
| 30D | +7.8% | +0.9% | +6.8% | +7.6% |
| 3M | +21.3% | +19.1% | +2.2% | +17.0% |
| 6M | -22.4% | +33.2% | -55.6% | -26.7% |
| YTD | -11.3% | +29.1% | -40.4% | -16.0% |
| 1Y | +13.5% | +50.2% | -36.7% | +4.6% |
| 3Y | +162.1% | +351.0% | -188.9% | +99.0% |
| 5Y | +84.2% | +394.7% | -310.5% | +33.2% |
| All | +238.8% | +329.2% | -90.3% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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