+101.9%
EQH vs SPY
+82.3%
+19.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +0.3% |
| 7D | +0.7% | -0.8% | +1.5% | +1.7% |
| 30D | +2.8% | -1.1% | +3.9% | +4.3% |
| 3M | +23.1% | +3.9% | +19.2% | +17.2% |
| 6M | +41.4% | +13.6% | +27.8% | +19.9% |
| YTD | +14.3% | +12.7% | +1.6% | -1.8% |
| 1Y | +1.6% | +17.5% | -15.9% | -17.5% |
| 3Y | +102.7% | +76.9% | +25.8% | -0.6% |
| All | +101.9% | +82.3% | +19.6% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling