+5.2%
SSPC vs EQH
+26.1%
-20.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.6% | +6.2% | +8.0% |
| 7D | +11.8% | +2.8% | +9.0% | +12.4% |
| 30D | +44.8% | +3.9% | +40.9% | +45.8% |
| 3M | -40.7% | +16.3% | -57.0% | -40.3% |
| All | +5.2% | +26.1% | -20.8% | +15.0% |
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 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 · Available span rolling