+525.6%
SGI vs EQH
+226.9%
+298.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -2.0% |
| 7D | +0.6% | +1.1% | -0.5% | -0.1% |
| 30D | +5.5% | -1.1% | +6.6% | +6.1% |
| 3M | -3.6% | +25.0% | -28.6% | -16.9% |
| 6M | -15.0% | +33.9% | -48.9% | -30.3% |
| YTD | -23.0% | +11.6% | -34.6% | -29.6% |
| 1Y | -18.4% | +1.5% | -19.9% | -21.4% |
| 3Y | +57.8% | +96.7% | -38.9% | -6.7% |
| 5Y | +51.5% | +93.9% | -42.4% | -11.6% |
| All | +525.6% | +226.9% | +298.7% | +136.5% |
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