+101.9%
EQH vs SFM
+213.6%
-111.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | +0.7% | -10.6% | +11.3% | +2.3% |
| 30D | +2.8% | -15.5% | +18.3% | +5.2% |
| 3M | +23.1% | -17.4% | +40.5% | +26.1% |
| 6M | +41.4% | -3.4% | +44.8% | +40.3% |
| YTD | +14.3% | -8.7% | +22.9% | +14.2% |
| 1Y | +1.6% | -47.2% | +48.8% | +12.0% |
| 3Y | +102.7% | +82.7% | +20.0% | +78.9% |
| All | +101.9% | +213.6% | -111.7% | +63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling