+247.9%
SOXX vs EQH
+102.2%
+145.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.1% |
| 7D | +1.4% | +0.7% | +0.7% | +1.0% |
| 30D | -3.6% | +2.8% | -6.4% | -5.3% |
| 3M | -10.2% | +23.1% | -33.2% | -20.9% |
| 6M | +54.2% | +41.4% | +12.8% | +24.3% |
| YTD | +75.2% | +14.3% | +61.0% | +58.8% |
| 1Y | +107.5% | +1.6% | +105.9% | +100.4% |
| 3Y | +226.8% | +102.7% | +124.1% | +99.9% |
| All | +247.9% | +102.2% | +145.7% | +114.3% |
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