+72.2%
SM vs EQH
+234.7%
-162.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -1.5% |
| 7D | +4.6% | +0.7% | +3.8% | +3.8% |
| 30D | +18.2% | +2.8% | +15.4% | +14.1% |
| 3M | +22.5% | +23.1% | -0.6% | -2.2% |
| 6M | +50.6% | +41.4% | +9.2% | +0.4% |
| YTD | +108.1% | +14.3% | +93.9% | +67.8% |
| 1Y | +46.0% | +1.6% | +44.4% | +30.7% |
| 3Y | +2.9% | +102.7% | -99.8% | -57.0% |
| 5Y | +112.6% | +104.5% | +8.1% | -19.0% |
| All | +72.2% | +234.7% | -162.5% | -42.0% |
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