+273.9%
SPYG vs EQH
+234.7%
+39.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.3% |
| 7D | -0.9% | +0.7% | -1.6% | -1.1% |
| 30D | -1.5% | +2.8% | -4.3% | -2.6% |
| 3M | +3.7% | +23.1% | -19.4% | -3.9% |
| 6M | +16.4% | +41.4% | -25.0% | +2.2% |
| YTD | +13.3% | +14.3% | -0.9% | +6.8% |
| 1Y | +17.9% | +1.6% | +16.3% | +15.3% |
| 3Y | +98.3% | +102.7% | -4.4% | +49.2% |
| 5Y | +86.4% | +104.5% | -18.1% | +37.7% |
| All | +273.9% | +234.7% | +39.2% | +114.2% |
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