+4,789.7%
SITM vs EQH
+168.4%
+4,621.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.4% | +4.1% | +4.6% |
| 7D | +3.9% | +0.7% | +3.1% | +3.4% |
| 30D | -6.6% | +2.8% | -9.4% | -8.4% |
| 3M | -11.9% | +23.1% | -35.0% | -24.5% |
| 6M | +81.1% | +41.4% | +39.7% | +39.1% |
| YTD | +80.0% | +14.3% | +65.7% | +58.2% |
| 1Y | +145.8% | +1.6% | +144.2% | +134.8% |
| 3Y | +475.9% | +102.7% | +373.2% | +258.0% |
| 5Y | +189.2% | +104.5% | +84.7% | +85.7% |
| All | +4,789.7% | +168.4% | +4,621.3% | +3,070.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling