+1.5%
SMR vs EQH
+83.6%
-82.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.5% | -6.3% |
| 7D | +4.7% | -1.8% | +6.5% | +5.9% |
| 30D | +3.2% | +2.4% | +0.8% | +0.8% |
| 3M | +9.9% | +26.3% | -16.4% | -10.2% |
| 6M | -15.1% | +35.8% | -50.9% | -34.4% |
| YTD | -27.9% | +12.7% | -40.6% | -35.3% |
| 1Y | -70.2% | +2.5% | -72.7% | -71.4% |
| 3Y | +72.5% | +98.6% | -26.2% | +11.3% |
| All | +1.5% | +83.6% | -82.1% | -37.4% |
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