+379.9%
SAN vs EQH
+102.2%
+277.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.6% |
| 3M | +19.1% | +23.1% | -4.0% | +6.7% |
| 6M | +33.2% | +41.4% | -8.2% | +10.3% |
| YTD | +29.1% | +14.3% | +14.8% | +19.1% |
| 1Y | +50.2% | +1.6% | +48.6% | +46.3% |
| 3Y | +351.0% | +102.7% | +248.3% | +172.5% |
| All | +379.9% | +102.2% | +277.7% | +167.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling