+269.3%
SLV vs EQH
+234.7%
+34.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.9% |
| 7D | -2.8% | +0.7% | -3.6% | -2.9% |
| 30D | -1.6% | +2.8% | -4.4% | -2.0% |
| 3M | -4.4% | +23.1% | -27.5% | -6.8% |
| 6M | -25.4% | +41.4% | -66.8% | -28.5% |
| YTD | -9.8% | +14.3% | -24.0% | -11.6% |
| 1Y | +53.8% | +1.6% | +52.2% | +52.6% |
| 3Y | +174.7% | +102.7% | +72.0% | +149.5% |
| 5Y | +164.3% | +104.5% | +59.8% | +137.1% |
| All | +269.3% | +234.7% | +34.6% | +195.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling