+101.9%
EQH vs SNY
+9.4%
+92.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +0.7% | -3.3% | +4.0% | +1.4% |
| 30D | +2.8% | -2.2% | +5.0% | +3.3% |
| 3M | +23.1% | -3.0% | +26.1% | +23.7% |
| 6M | +41.4% | +2.7% | +38.7% | +40.5% |
| YTD | +14.3% | -6.8% | +21.1% | +15.6% |
| 1Y | +1.6% | -5.3% | +6.9% | +2.3% |
| 3Y | +102.7% | -9.8% | +112.5% | +103.2% |
| All | +101.9% | +9.4% | +92.4% | +82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling