+225.0%
EQH vs SNY
+57.9%
+167.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +0.7% | -3.3% | +4.0% | +2.1% |
| 30D | +2.8% | -2.2% | +5.0% | +3.7% |
| 3M | +23.1% | -3.0% | +26.1% | +24.3% |
| 6M | +41.4% | +2.7% | +38.7% | +39.3% |
| YTD | +14.3% | -6.8% | +21.1% | +16.9% |
| 1Y | +1.6% | -5.3% | +6.9% | +2.7% |
| 3Y | +102.7% | -9.8% | +112.5% | +100.7% |
| 5Y | +104.5% | +9.7% | +94.9% | +71.4% |
| All | +225.0% | +57.9% | +167.0% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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