+18.3%
STM vs EQH
+102.2%
-83.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +0.7% |
| 7D | -1.4% | +0.7% | -2.1% | -1.8% |
| 30D | -4.9% | +2.8% | -7.8% | -6.7% |
| 3M | -34.0% | +23.1% | -57.1% | -42.2% |
| 6M | +51.8% | +41.4% | +10.4% | +21.6% |
| YTD | +99.4% | +14.3% | +85.1% | +80.5% |
| 1Y | +99.1% | +1.6% | +97.5% | +92.3% |
| 3Y | +19.5% | +102.7% | -83.2% | -27.6% |
| All | +18.3% | +102.2% | -83.9% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling