+475.9%
SITM vs EQH
+100.2%
+375.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.4% | +4.1% | +4.5% |
| 7D | +3.9% | +0.7% | +3.1% | +3.4% |
| 30D | -6.6% | +2.8% | -9.4% | -8.7% |
| 3M | -11.9% | +23.1% | -35.0% | -26.3% |
| 6M | +81.1% | +41.4% | +39.7% | +31.8% |
| YTD | +80.0% | +14.3% | +65.7% | +55.9% |
| 1Y | +145.8% | +1.6% | +144.2% | +138.5% |
| 3Y | +475.9% | +102.7% | +373.2% | +199.8% |
| All | +475.9% | +100.2% | +375.6% | +199.8% |
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