+171.7%
SLV vs EQH
+97.5%
+74.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.0% | -6.3% | -5.4% |
| 7D | -5.0% | -1.8% | -3.3% | -4.8% |
| 30D | -1.8% | +2.4% | -4.2% | -2.2% |
| 3M | -0.3% | +26.3% | -26.6% | -3.4% |
| 6M | -28.2% | +35.8% | -64.0% | -31.3% |
| YTD | -10.7% | +12.7% | -23.4% | -12.8% |
| 1Y | +53.7% | +2.5% | +51.3% | +52.0% |
| All | +171.7% | +97.5% | +74.3% | +141.7% |
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