+1.9%
SLB vs EQH
+226.5%
-224.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.3% |
| 7D | +0.4% | +5.4% | -5.0% | -2.8% |
| 30D | +13.6% | +1.0% | +12.6% | +12.6% |
| 3M | +1.5% | +26.7% | -25.2% | -12.9% |
| 6M | +23.0% | +34.4% | -11.3% | +0.4% |
| YTD | +51.2% | +11.5% | +39.7% | +37.4% |
| 1Y | +63.5% | +0.4% | +63.1% | +57.2% |
| 3Y | +2.5% | +96.5% | -94.0% | -39.0% |
| 5Y | +139.2% | +93.4% | +45.8% | +36.6% |
| All | +1.9% | +226.5% | -224.6% | -57.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling