+105.2%
SRE vs EQH
+230.1%
-124.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.5% |
| 7D | -0.7% | -1.8% | +1.1% | -0.2% |
| 30D | -1.7% | +2.4% | -4.2% | -2.6% |
| 3M | -7.1% | +26.3% | -33.4% | -13.8% |
| 6M | -8.4% | +35.8% | -44.2% | -17.4% |
| YTD | -3.5% | +12.7% | -16.2% | -8.3% |
| 1Y | +5.4% | +2.5% | +2.9% | +2.9% |
| 3Y | +29.5% | +98.6% | -69.1% | +0.1% |
| 5Y | +48.3% | +101.7% | -53.4% | +10.3% |
| All | +105.2% | +230.1% | -124.9% | +16.3% |
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 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