+217.4%
EQH vs SPY
+220.0%
-2.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.8% |
| 7D | +1.1% | -0.4% | +1.5% | +1.7% |
| 30D | -1.1% | -1.4% | +0.3% | +1.0% |
| 3M | +25.0% | +3.7% | +21.3% | +18.6% |
| 6M | +33.9% | +13.0% | +20.9% | +12.3% |
| YTD | +11.6% | +12.4% | -0.8% | -5.4% |
| 1Y | +1.5% | +18.5% | -17.0% | -20.5% |
| 3Y | +96.7% | +77.6% | +19.1% | -13.3% |
| 5Y | +93.9% | +81.7% | +12.2% | -16.7% |
| All | +217.4% | +220.0% | -2.6% | -39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling