+177.6%
SO vs EQH
+226.9%
-49.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | 0.0% | +1.1% | -1.1% | -0.2% |
| 30D | -2.5% | -1.1% | -1.4% | -2.4% |
| 3M | -4.2% | +25.0% | -29.2% | -8.5% |
| 6M | -7.7% | +33.9% | -41.5% | -13.3% |
| YTD | +3.8% | +11.6% | -7.8% | +0.7% |
| 1Y | +0.1% | +1.5% | -1.5% | -1.3% |
| 3Y | +44.2% | +96.7% | -52.5% | +18.4% |
| 5Y | +57.9% | +93.9% | -36.0% | +26.4% |
| All | +177.6% | +226.9% | -49.3% | +67.2% |
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