-67.1%
SE vs EQH
+102.2%
-169.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.8% | -2.3% |
| 7D | -5.2% | +0.7% | -5.9% | -5.7% |
| 30D | -17.1% | +2.8% | -19.9% | -18.9% |
| 3M | +24.0% | +23.1% | +0.9% | +6.7% |
| 6M | +21.0% | +41.4% | -20.4% | -6.7% |
| YTD | -16.7% | +14.3% | -31.0% | -25.8% |
| 1Y | -45.9% | +1.6% | -47.5% | -48.1% |
| 3Y | +177.8% | +102.7% | +75.1% | +37.6% |
| All | -67.1% | +102.2% | -169.3% | -82.2% |
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