+233.4%
EQX vs SAN
+319.7%
-86.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.3% | -4.7% | -5.0% |
| 7D | -7.0% | -2.8% | -4.2% | -6.4% |
| 30D | +4.8% | -0.5% | +5.4% | +5.0% |
| 3M | +25.6% | +22.7% | +2.9% | +20.4% |
| 6M | -25.8% | +28.8% | -54.6% | -29.4% |
| YTD | -12.7% | +26.3% | -39.0% | -17.0% |
| 1Y | +14.1% | +48.8% | -34.8% | +5.4% |
| 3Y | +165.7% | +347.2% | -181.5% | +102.4% |
| 5Y | +81.2% | +383.8% | -302.5% | +31.7% |
| All | +233.4% | +319.7% | -86.3% | +128.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling