+318.1%
SIMO vs EQH
+102.2%
+215.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.4% | +5.8% | +6.8% |
| 7D | +11.0% | +0.7% | +10.3% | +10.8% |
| 30D | +17.9% | +2.8% | +15.1% | +16.7% |
| 3M | +3.9% | +23.1% | -19.2% | -3.5% |
| 6M | +131.0% | +41.4% | +89.6% | +103.6% |
| YTD | +209.3% | +14.3% | +195.1% | +191.2% |
| 1Y | +223.8% | +1.6% | +222.2% | +216.9% |
| 3Y | +479.2% | +102.7% | +376.5% | +353.0% |
| All | +318.1% | +102.2% | +215.9% | +227.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling