+226.8%
SOXX vs EQH
+100.2%
+126.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.2% |
| 7D | +1.4% | +0.7% | +0.7% | +1.0% |
| 30D | -3.6% | +2.8% | -6.4% | -5.0% |
| 3M | -10.2% | +23.1% | -33.2% | -19.3% |
| 6M | +54.2% | +41.4% | +12.8% | +28.2% |
| YTD | +75.2% | +14.3% | +61.0% | +61.7% |
| 1Y | +107.5% | +1.6% | +105.9% | +103.1% |
| 3Y | +226.8% | +102.7% | +124.1% | +135.6% |
| All | +226.8% | +100.2% | +126.5% | +135.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling