+58.8%
SO vs EQH
+99.4%
-40.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -0.7% |
| 7D | -1.1% | -1.8% | +0.6% | -1.0% |
| 30D | -3.7% | +2.4% | -6.2% | -3.9% |
| 3M | -5.9% | +26.3% | -32.2% | -7.5% |
| 6M | -7.3% | +35.8% | -43.1% | -9.5% |
| YTD | +3.1% | +12.7% | -9.6% | +2.1% |
| 1Y | -1.0% | +2.5% | -3.4% | -1.2% |
| 3Y | +43.2% | +98.6% | -55.4% | +29.1% |
| All | +58.8% | +99.4% | -40.6% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling