+335.8%
SNPS vs EQH
+234.7%
+101.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.4% | -0.5% |
| 7D | +0.9% | +0.7% | +0.2% | +0.6% |
| 30D | -3.6% | +2.8% | -6.5% | -4.6% |
| 3M | -12.9% | +23.1% | -36.0% | -19.7% |
| 6M | -8.2% | +41.4% | -49.6% | -20.0% |
| YTD | -15.4% | +14.3% | -29.7% | -20.3% |
| 1Y | -9.3% | +1.6% | -10.9% | -11.0% |
| 3Y | -14.0% | +102.7% | -116.7% | -34.3% |
| 5Y | +19.5% | +104.5% | -85.0% | -10.1% |
| All | +335.8% | +234.7% | +101.1% | +152.4% |
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 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