+0.5%
SPGI vs EQH
+94.3%
-93.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.2% |
| 7D | -8.9% | -1.8% | -7.2% | -8.3% |
| 30D | +0.6% | +2.4% | -1.8% | -0.3% |
| 3M | +2.0% | +26.3% | -24.3% | -6.4% |
| 6M | +0.1% | +35.8% | -35.7% | -11.0% |
| YTD | -16.4% | +12.7% | -29.1% | -20.6% |
| 1Y | -18.9% | +2.5% | -21.4% | -20.6% |
| 3Y | +13.8% | +98.6% | -84.9% | -15.4% |
| 5Y | +0.5% | +101.7% | -101.2% | -27.3% |
| All | +0.5% | +94.3% | -93.8% | -27.3% |
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