-98.9%
SPXS vs EQH
+234.7%
-333.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -1.0% |
| 7D | +2.5% | +0.7% | +1.8% | +3.3% |
| 30D | +4.2% | +2.8% | +1.4% | +7.7% |
| 3M | -9.3% | +23.1% | -32.4% | +13.8% |
| 6M | -30.7% | +41.4% | -72.1% | +3.1% |
| YTD | -28.1% | +14.3% | -42.3% | -13.4% |
| 1Y | -35.1% | +1.6% | -36.7% | -30.6% |
| 3Y | -79.6% | +102.7% | -182.3% | -42.5% |
| 5Y | -86.3% | +104.5% | -190.8% | -47.2% |
| All | -98.9% | +234.7% | -333.6% | -84.4% |
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