+72.2%
EQX vs SAN
+385.2%
-313.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.6% | +0.8% |
| 7D | -3.2% | +0.2% | -3.4% | -3.3% |
| 30D | +7.8% | +0.9% | +6.8% | +7.4% |
| 3M | +21.3% | +19.1% | +2.2% | +13.8% |
| 6M | -22.4% | +33.2% | -55.6% | -29.7% |
| YTD | -11.3% | +29.1% | -40.4% | -19.6% |
| 1Y | +13.5% | +50.2% | -36.7% | -2.2% |
| 3Y | +162.1% | +351.0% | -188.9% | +52.8% |
| All | +72.2% | +385.2% | -313.0% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling