+54.4%
SAP vs EQH
+94.3%
-39.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.9% |
| 7D | -5.1% | -1.8% | -3.3% | -4.5% |
| 30D | -1.8% | +2.4% | -4.2% | -2.7% |
| 3M | +20.9% | +26.3% | -5.4% | +11.2% |
| 6M | +7.0% | +35.8% | -28.8% | -4.6% |
| YTD | -13.7% | +12.7% | -26.4% | -18.1% |
| 1Y | -19.6% | +2.5% | -22.0% | -21.3% |
| 3Y | +52.4% | +98.6% | -46.2% | +11.3% |
| 5Y | +54.4% | +101.7% | -47.3% | +9.2% |
| All | +54.4% | +94.3% | -39.9% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling