+33.9%
EQH vs SFM
-7.7%
+41.5%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | -0.1% |
| 7D | +1.1% | -7.2% | +8.3% | +0.9% |
| 30D | -1.1% | -14.3% | +13.2% | -1.7% |
| 3M | +25.0% | -13.7% | +38.7% | +24.2% |
| 6M | +33.9% | -6.0% | +39.9% | +31.8% |
| All | +33.9% | -7.7% | +41.5% | +31.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling