+98.3%
SPYG vs EQH
+100.2%
-1.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.4% |
| 7D | -0.9% | +0.7% | -1.6% | -1.1% |
| 30D | -1.5% | +2.8% | -4.3% | -2.5% |
| 3M | +3.7% | +23.1% | -19.4% | -3.4% |
| 6M | +16.4% | +41.4% | -25.0% | +2.9% |
| YTD | +13.3% | +14.3% | -0.9% | +7.4% |
| 1Y | +17.9% | +1.6% | +16.3% | +16.2% |
| 3Y | +98.3% | +102.7% | -4.4% | +63.0% |
| All | +98.3% | +100.2% | -1.9% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling