+133.1%
SPGI vs EQH
+234.7%
-101.6%
-39.8%
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% | -0.4% |
| 7D | -7.4% | +0.7% | -8.1% | -7.6% |
| 30D | +0.4% | +2.8% | -2.5% | -0.8% |
| 3M | +5.3% | +23.1% | -17.8% | -2.9% |
| 6M | +1.7% | +41.4% | -39.7% | -11.5% |
| YTD | -16.4% | +14.3% | -30.6% | -21.3% |
| 1Y | -20.5% | +1.6% | -22.1% | -22.1% |
| 3Y | +14.2% | +102.7% | -88.5% | -16.3% |
| 5Y | +0.6% | +104.5% | -104.0% | -28.5% |
| All | +133.1% | +234.7% | -101.6% | +19.2% |
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 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