+225.0%
EQH vs SPY
+220.7%
+4.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +0.2% |
| 7D | +0.7% | -0.8% | +1.5% | +1.8% |
| 30D | +2.8% | -1.1% | +3.9% | +4.5% |
| 3M | +23.1% | +3.9% | +19.2% | +16.5% |
| 6M | +41.4% | +13.6% | +27.8% | +17.7% |
| YTD | +14.3% | +12.7% | +1.6% | -3.5% |
| 1Y | +1.6% | +17.5% | -15.9% | -19.5% |
| 3Y | +102.7% | +76.9% | +25.8% | -10.1% |
| 5Y | +104.5% | +83.6% | +21.0% | -13.5% |
| All | +225.0% | +220.7% | +4.2% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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