-36.7%
STZ vs EQH
+226.5%
-263.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.7% | -3.9% | -5.1% |
| 7D | -7.4% | +5.4% | -12.8% | -8.8% |
| 30D | -10.9% | +1.0% | -11.9% | -11.2% |
| 3M | -13.4% | +26.7% | -40.2% | -19.5% |
| 6M | -16.2% | +34.4% | -50.6% | -23.7% |
| YTD | -10.4% | +11.5% | -21.9% | -14.4% |
| 1Y | -14.8% | +0.4% | -15.2% | -16.2% |
| 3Y | -50.1% | +96.5% | -146.7% | -61.9% |
| 5Y | -38.8% | +93.4% | -132.1% | -54.6% |
| All | -36.7% | +226.5% | -263.2% | -64.9% |
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 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