-14.4%
SMR vs EQH
+86.1%
-100.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.4% | -17.1% | -16.7% |
| 7D | -11.2% | +0.7% | -12.0% | -12.1% |
| 30D | -10.2% | +2.8% | -13.1% | -12.8% |
| 3M | -10.0% | +23.1% | -33.1% | -25.1% |
| 6M | -30.5% | +41.4% | -71.8% | -47.9% |
| YTD | -39.2% | +14.3% | -53.5% | -46.2% |
| 1Y | -75.5% | +1.6% | -77.1% | -76.4% |
| 3Y | +45.4% | +102.7% | -57.3% | -7.5% |
| All | -14.4% | +86.1% | -100.6% | -47.9% |
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