+225.0%
EQH vs SBAC
+28.3%
+196.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +0.7% |
| 7D | +0.7% | -2.1% | +2.8% | +1.4% |
| 30D | +2.8% | +2.0% | +0.8% | +2.1% |
| 3M | +23.1% | -8.3% | +31.4% | +26.0% |
| 6M | +41.4% | +0.3% | +41.1% | +38.2% |
| YTD | +14.3% | -2.2% | +16.5% | +12.3% |
| 1Y | +1.6% | -4.6% | +6.2% | +0.7% |
| 3Y | +102.7% | -8.3% | +111.0% | +96.2% |
| 5Y | +104.5% | -42.8% | +147.4% | +141.1% |
| All | +225.0% | +28.3% | +196.6% | +169.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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