+891.9%
SE vs EQH
+226.9%
+665.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | -3.6% | +1.1% | -4.7% | -4.2% |
| 30D | -5.3% | -1.1% | -4.2% | -5.2% |
| 3M | +28.1% | +25.0% | +3.1% | +14.8% |
| 6M | +20.7% | +33.9% | -13.2% | +3.9% |
| YTD | -14.8% | +11.6% | -26.4% | -20.3% |
| 1Y | -43.6% | +1.5% | -45.1% | -45.2% |
| 3Y | +184.2% | +96.7% | +87.5% | +97.6% |
| 5Y | -66.3% | +93.9% | -160.2% | -75.8% |
| All | +891.9% | +226.9% | +665.0% | +450.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling