+189.1%
SAN vs EQH
+226.9%
-37.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -0.5% | +1.1% | -1.6% | -1.1% |
| 30D | -0.1% | -1.1% | +1.0% | +0.4% |
| 3M | +19.6% | +25.0% | -5.4% | +5.2% |
| 6M | +32.7% | +33.9% | -1.2% | +11.4% |
| YTD | +26.7% | +11.6% | +15.1% | +17.5% |
| 1Y | +51.6% | +1.5% | +50.1% | +47.0% |
| 3Y | +348.7% | +96.7% | +252.0% | +178.0% |
| 5Y | +378.7% | +93.9% | +284.9% | +193.7% |
| All | +189.1% | +226.9% | -37.8% | +29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling