+1,875.5%
STX vs EQH
+234.7%
+1,640.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -4.3% |
| 7D | -2.3% | +0.7% | -3.0% | -2.6% |
| 30D | -5.5% | +2.8% | -8.3% | -6.7% |
| 3M | -4.3% | +23.1% | -27.4% | -12.7% |
| 6M | +115.6% | +41.4% | +74.2% | +84.0% |
| YTD | +202.2% | +14.3% | +187.9% | +180.4% |
| 1Y | +325.3% | +1.6% | +323.7% | +310.6% |
| 3Y | +1,283.9% | +102.7% | +1,181.2% | +876.7% |
| 5Y | +1,048.3% | +104.5% | +943.8% | +695.9% |
| All | +1,875.5% | +234.7% | +1,640.8% | +972.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling