+440.1%
SIMO vs EQH
+97.5%
+342.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.5% | -4.8% |
| 7D | +12.5% | -1.8% | +14.3% | +13.1% |
| 30D | +18.4% | +2.4% | +16.0% | +17.3% |
| 3M | +5.6% | +26.3% | -20.7% | -3.0% |
| 6M | +116.9% | +35.8% | +81.1% | +92.3% |
| YTD | +188.4% | +12.7% | +175.7% | +172.3% |
| 1Y | +221.3% | +2.5% | +218.8% | +214.9% |
| All | +440.1% | +97.5% | +342.6% | +336.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling