+33.2%
EQH vs SARO
-22.5%
+55.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.7% |
| 7D | +0.7% | -3.1% | +3.8% | +2.0% |
| 30D | +2.8% | -12.2% | +15.1% | +8.5% |
| 3M | +23.1% | -7.4% | +30.4% | +26.2% |
| 6M | +41.4% | -15.3% | +56.7% | +49.3% |
| YTD | +14.3% | -16.2% | +30.4% | +21.1% |
| 1Y | +1.6% | -12.1% | +13.7% | +4.5% |
| All | +33.2% | -22.5% | +55.7% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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