+194.7%
STT vs EQH
+97.5%
+97.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.8% |
| 7D | -1.4% | -1.8% | +0.4% | -0.5% |
| 30D | +2.2% | +2.4% | -0.3% | +0.9% |
| 3M | +18.8% | +26.3% | -7.5% | +5.6% |
| 6M | +57.9% | +35.8% | +22.1% | +34.0% |
| YTD | +51.0% | +12.7% | +38.3% | +41.0% |
| 1Y | +77.1% | +2.5% | +74.7% | +73.3% |
| All | +194.7% | +97.5% | +97.2% | +104.2% |
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