+133.4%
STM vs EQH
+226.5%
-93.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.5% |
| 7D | +5.2% | +5.4% | -0.2% | +2.0% |
| 30D | -7.4% | +1.0% | -8.4% | -8.2% |
| 3M | -30.6% | +26.7% | -57.4% | -39.8% |
| 6M | +66.4% | +34.4% | +32.0% | +38.8% |
| YTD | +101.1% | +11.5% | +89.7% | +85.6% |
| 1Y | +97.4% | +0.4% | +97.0% | +91.8% |
| 3Y | +21.1% | +96.5% | -75.4% | -21.7% |
| 5Y | +22.5% | +93.4% | -70.9% | -21.4% |
| All | +133.4% | +226.5% | -93.1% | +4.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling