+81.1%
SITM vs EQH
+38.6%
+42.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.4% | +4.1% | +5.3% |
| 7D | +3.9% | +0.7% | +3.1% | +3.7% |
| 30D | -6.6% | +2.8% | -9.4% | -7.3% |
| 3M | -11.9% | +23.1% | -35.0% | -14.2% |
| 6M | +81.1% | +41.4% | +39.7% | +61.5% |
| All | +81.1% | +38.6% | +42.5% | +61.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling