+143.7%
SPGI vs EQH
+226.5%
-82.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.6% |
| 7D | -2.5% | +5.4% | -7.9% | -4.4% |
| 30D | +5.4% | +1.0% | +4.4% | +4.9% |
| 3M | +9.0% | +26.7% | -17.7% | -0.5% |
| 6M | +0.8% | +34.4% | -33.6% | -10.6% |
| YTD | -12.6% | +11.5% | -24.0% | -16.9% |
| 1Y | -16.1% | +0.4% | -16.5% | -17.5% |
| 3Y | +19.0% | +96.5% | -77.5% | -11.8% |
| 5Y | +5.1% | +93.4% | -88.3% | -23.7% |
| All | +143.7% | +226.5% | -82.9% | +25.7% |
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