+277.2%
SLV vs EQH
+226.5%
+50.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.5% |
| 7D | +2.5% | +5.4% | -2.9% | +1.9% |
| 30D | +3.3% | +1.0% | +2.2% | +3.1% |
| 3M | -3.6% | +26.7% | -30.3% | -6.2% |
| 6M | -21.8% | +34.4% | -56.2% | -24.6% |
| YTD | -7.8% | +11.5% | -19.3% | -9.4% |
| 1Y | +58.3% | +0.4% | +57.9% | +57.3% |
| 3Y | +182.6% | +96.5% | +86.1% | +157.6% |
| 5Y | +167.8% | +93.4% | +74.4% | +141.9% |
| All | +277.2% | +226.5% | +50.7% | +202.7% |
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 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