+220.0%
SIMO vs EQH
+2.5%
+217.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.1% | +9.8% | +8.7% |
| 7D | +4.2% | +5.5% | -1.3% | +3.9% |
| 30D | +4.1% | +3.2% | +0.9% | +3.8% |
| 3M | -12.9% | +32.5% | -45.4% | -14.6% |
| 6M | +110.3% | +33.7% | +76.6% | +103.4% |
| YTD | +178.6% | +13.4% | +165.1% | +165.9% |
| 1Y | +220.0% | +0.6% | +219.4% | +216.5% |
| All | +220.0% | +2.5% | +217.5% | +216.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling