+216.1%
SPY vs EQH
+230.1%
-14.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | -2.0% | -1.8% | -0.2% | -1.4% |
| 30D | -1.7% | +2.4% | -4.1% | -2.6% |
| 3M | +4.7% | +26.3% | -21.6% | -4.0% |
| 6M | +12.5% | +35.8% | -23.3% | -0.1% |
| YTD | +11.7% | +12.7% | -1.0% | +5.6% |
| 1Y | +17.5% | +2.5% | +15.0% | +14.4% |
| 3Y | +76.6% | +98.6% | -22.1% | +32.3% |
| 5Y | +82.0% | +101.7% | -19.7% | +32.9% |
| All | +216.1% | +230.1% | -14.0% | +78.2% |
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