+194.6%
SAN vs EQH
+234.7%
-40.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.8% | +1.5% |
| 7D | +0.2% | +0.7% | -0.5% | -0.2% |
| 30D | +0.9% | +2.8% | -1.9% | -0.8% |
| 3M | +19.1% | +23.1% | -4.0% | +5.6% |
| 6M | +33.2% | +41.4% | -8.2% | +8.5% |
| YTD | +29.1% | +14.3% | +14.8% | +18.2% |
| 1Y | +50.2% | +1.6% | +48.6% | +45.7% |
| 3Y | +351.0% | +102.7% | +248.3% | +174.7% |
| 5Y | +394.7% | +104.5% | +290.1% | +194.2% |
| All | +194.6% | +234.7% | -40.1% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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