+54.1%
SAP vs EQH
+100.2%
-46.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.2% |
| 7D | -4.1% | +0.7% | -4.8% | -4.3% |
| 30D | +1.1% | +2.8% | -1.8% | +0.3% |
| 3M | +26.1% | +23.1% | +3.0% | +18.9% |
| 6M | +9.8% | +41.4% | -31.6% | -1.0% |
| YTD | -13.6% | +14.3% | -27.8% | -17.3% |
| 1Y | -18.7% | +1.6% | -20.3% | -19.9% |
| 3Y | +54.1% | +102.7% | -48.6% | +26.1% |
| All | +54.1% | +100.2% | -46.1% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 3y: compounded portfolio wealth divided by compounded EQH 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…
3y analysis · Full analysis span regression · 6 months rolling