+266.7%
SMTC vs EQH
+230.1%
+36.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.9% | -3.5% |
| 7D | +17.5% | -1.8% | +19.3% | +18.5% |
| 30D | +21.3% | +2.4% | +18.9% | +19.1% |
| 3M | +3.1% | +26.3% | -23.2% | -11.7% |
| 6M | +81.7% | +35.8% | +45.9% | +47.6% |
| YTD | +115.9% | +12.7% | +103.3% | +95.0% |
| 1Y | +157.8% | +2.5% | +155.4% | +144.3% |
| 3Y | +557.3% | +98.6% | +458.7% | +331.1% |
| 5Y | +114.7% | +101.7% | +13.0% | +37.2% |
| All | +266.7% | +230.1% | +36.6% | +81.7% |
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