+233.5%
SPOT vs EQH
+100.2%
+133.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.3% |
| 7D | -3.1% | +0.7% | -3.8% | -3.3% |
| 30D | +7.4% | +2.8% | +4.5% | +6.4% |
| 3M | +8.2% | +23.1% | -14.9% | +1.2% |
| 6M | +2.2% | +41.4% | -39.2% | -9.4% |
| YTD | -9.5% | +14.3% | -23.7% | -13.8% |
| 1Y | -23.8% | +1.6% | -25.4% | -24.7% |
| 3Y | +233.5% | +102.7% | +130.8% | +173.1% |
| All | +233.5% | +100.2% | +133.2% | +173.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling