+85.7%
SCHG vs EQH
+102.2%
-16.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.3% |
| 7D | -1.0% | +0.7% | -1.8% | -1.3% |
| 30D | -1.3% | +2.8% | -4.1% | -2.5% |
| 3M | +5.4% | +23.1% | -17.6% | -3.5% |
| 6M | +14.4% | +41.4% | -27.0% | -1.8% |
| YTD | +8.0% | +14.3% | -6.2% | +0.9% |
| 1Y | +12.7% | +1.6% | +11.1% | +10.3% |
| 3Y | +85.6% | +102.7% | -17.1% | +29.5% |
| All | +85.7% | +102.2% | -16.5% | +27.6% |
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