+218.8%
SPY vs EQH
+234.7%
-15.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.6% | +0.4% |
| 7D | -0.8% | +0.7% | -1.5% | -1.0% |
| 30D | -1.1% | +2.8% | -3.9% | -2.1% |
| 3M | +3.9% | +23.1% | -19.2% | -3.9% |
| 6M | +13.6% | +41.4% | -27.8% | -0.5% |
| YTD | +12.7% | +14.3% | -1.6% | +6.0% |
| 1Y | +17.5% | +1.6% | +15.9% | +14.9% |
| 3Y | +76.9% | +102.7% | -25.8% | +31.7% |
| 5Y | +83.6% | +104.5% | -21.0% | +33.3% |
| All | +218.8% | +234.7% | -15.9% | +78.8% |
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