+17.7%
STM vs EQH
+97.5%
-79.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.1% |
| 7D | -1.1% | -1.8% | +0.7% | -0.2% |
| 30D | -7.8% | +2.4% | -10.2% | -9.2% |
| 3M | -28.2% | +26.3% | -54.5% | -37.2% |
| 6M | +52.0% | +35.8% | +16.2% | +26.9% |
| YTD | +96.4% | +12.7% | +83.7% | +80.8% |
| 1Y | +98.8% | +2.5% | +96.4% | +92.0% |
| All | +17.7% | +97.5% | -79.8% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling