+217.4%
EQH vs SFM
+230.5%
-13.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.7% |
| 7D | +1.1% | -7.2% | +8.3% | +2.2% |
| 30D | -1.1% | -14.3% | +13.2% | +1.1% |
| 3M | +25.0% | -13.7% | +38.7% | +27.3% |
| 6M | +33.9% | -6.0% | +39.9% | +33.6% |
| YTD | +11.6% | -8.2% | +19.8% | +11.5% |
| 1Y | +1.5% | -46.2% | +47.8% | +10.8% |
| 3Y | +96.7% | +83.6% | +13.2% | +72.4% |
| 5Y | +93.9% | +212.7% | -118.8% | +52.0% |
| All | +217.4% | +230.5% | -13.1% | +137.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling