+512.1%
SGI vs EQH
+234.7%
+277.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.1% |
| 7D | -4.5% | +0.7% | -5.2% | -4.9% |
| 30D | +4.2% | +2.8% | +1.3% | +2.3% |
| 3M | -7.4% | +23.1% | -30.5% | -19.5% |
| 6M | -15.1% | +41.4% | -56.5% | -32.7% |
| YTD | -24.7% | +14.3% | -38.9% | -32.1% |
| 1Y | -21.8% | +1.6% | -23.4% | -24.6% |
| 3Y | +50.0% | +102.7% | -52.7% | -13.0% |
| 5Y | +48.9% | +104.5% | -55.6% | -16.1% |
| All | +512.1% | +234.7% | +277.4% | +127.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling