+99.9%
SPG vs EQH
+234.7%
-134.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.8% |
| 7D | -1.2% | +0.7% | -1.9% | -1.6% |
| 30D | -6.1% | +2.8% | -9.0% | -8.0% |
| 3M | -3.6% | +23.1% | -26.7% | -16.0% |
| 6M | +10.4% | +41.4% | -31.0% | -12.8% |
| YTD | +14.4% | +14.3% | +0.1% | +2.0% |
| 1Y | +16.5% | +1.6% | +14.9% | +11.0% |
| 3Y | +106.8% | +102.7% | +4.1% | +17.8% |
| 5Y | +108.9% | +104.5% | +4.4% | +12.4% |
| All | +99.9% | +234.7% | -134.8% | -24.9% |
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