+97.5%
SPG vs EQH
+226.9%
-129.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | -2.7% | +1.1% | -3.8% | -3.4% |
| 30D | -7.3% | -1.1% | -6.2% | -7.0% |
| 3M | -3.5% | +25.0% | -28.5% | -16.7% |
| 6M | +8.5% | +33.9% | -25.4% | -11.5% |
| YTD | +13.0% | +11.6% | +1.4% | +2.3% |
| 1Y | +18.0% | +1.5% | +16.5% | +12.4% |
| 3Y | +104.5% | +96.7% | +7.8% | +18.7% |
| 5Y | +102.0% | +93.9% | +8.2% | +12.7% |
| All | +97.5% | +226.9% | -129.3% | -24.7% |
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