+4.4%
SPYG vs EQH
+12.7%
-8.3%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.7% | 0.0% | -4.4% |
| 7D | -7.0% | -3.1% | -3.9% | -6.2% |
| 30D | -12.1% | -2.9% | -9.2% | -11.4% |
| 3M | -9.0% | +3.1% | -12.1% | -9.5% |
| 6M | -2.0% | +21.8% | -23.8% | -6.4% |
| YTD | +4.6% | +13.3% | -8.8% | -0.3% |
| 1Y | +4.4% | +20.1% | -15.7% | -1.3% |
| All | +4.4% | +12.7% | -8.3% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling