+157.9%
EQX vs SAN
+342.3%
-184.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.3% | -4.7% | -4.9% |
| 7D | -7.0% | -2.8% | -4.2% | -5.8% |
| 30D | +4.8% | -0.5% | +5.4% | +5.1% |
| 3M | +25.6% | +22.7% | +2.9% | +15.8% |
| 6M | -25.8% | +28.8% | -54.6% | -32.5% |
| YTD | -12.7% | +26.3% | -39.0% | -21.0% |
| 1Y | +14.1% | +48.8% | -34.8% | -2.1% |
| All | +157.9% | +342.3% | -184.4% | +63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling