-7.7%
SRE vs EQH
+18.6%
-26.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -2.9% |
| 7D | -2.1% | +2.8% | -4.9% | -2.1% |
| 30D | +6.1% | +3.9% | +2.1% | +6.0% |
| 3M | -3.5% | +16.3% | -19.8% | -3.7% |
| 6M | -10.8% | +37.1% | -47.9% | -11.4% |
| YTD | -4.0% | +20.2% | -24.2% | -4.1% |
| 1Y | -7.7% | +17.9% | -25.6% | -7.6% |
| All | -7.7% | +18.6% | -26.3% | -7.6% |
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