+161.5%
SLV vs EQH
+99.4%
+62.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.1% |
| 6M | -28.2% | +35.8% | -64.0% | -31.0% |
| YTD | -10.7% | +12.7% | -23.4% | -12.5% |
| 1Y | +53.7% | +2.5% | +51.3% | +52.2% |
| 3Y | +173.7% | +98.6% | +75.0% | +148.6% |
| All | +161.5% | +99.4% | +62.1% | +129.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling