+99.9%
EQH vs SFM
+80.7%
+19.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | -1.8% | -8.8% | +7.0% | -0.6% |
| 30D | +2.4% | -14.5% | +16.9% | +4.4% |
| 3M | +26.3% | -16.8% | +43.1% | +29.0% |
| 6M | +35.8% | -5.3% | +41.2% | +35.0% |
| YTD | +12.7% | -9.4% | +22.0% | +12.8% |
| 1Y | +2.5% | -46.2% | +48.6% | +14.9% |
| All | +99.9% | +80.7% | +19.2% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 3y: compounded portfolio wealth divided by compounded SFM 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…
3y analysis · Full analysis span regression · 6 months rolling