+142.9%
STT vs EQH
+226.9%
-83.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +1.0% | +1.1% | -0.1% | +0.3% |
| 30D | +2.8% | -1.1% | +3.9% | +3.3% |
| 3M | +18.1% | +25.0% | -6.9% | +2.0% |
| 6M | +59.2% | +33.9% | +25.3% | +30.0% |
| YTD | +51.5% | +11.6% | +39.9% | +38.2% |
| 1Y | +75.7% | +1.5% | +74.1% | +69.3% |
| 3Y | +200.8% | +96.7% | +104.1% | +81.5% |
| 5Y | +155.8% | +93.9% | +61.9% | +54.0% |
| All | +142.9% | +226.9% | -83.9% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling