-98.9%
SPXS vs EQH
+230.1%
-328.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +2.9% |
| 7D | +6.4% | -1.8% | +8.1% | +4.5% |
| 30D | +6.0% | +2.4% | +3.6% | +9.1% |
| 3M | -11.6% | +26.3% | -37.9% | +14.1% |
| 6M | -28.7% | +35.8% | -64.5% | +1.6% |
| YTD | -26.3% | +12.7% | -39.0% | -12.6% |
| 1Y | -34.9% | +2.5% | -37.4% | -29.8% |
| 3Y | -79.5% | +98.6% | -178.1% | -43.4% |
| 5Y | -85.9% | +101.7% | -187.6% | -46.7% |
| All | -98.9% | +230.1% | -328.9% | -84.3% |
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 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