-36.3%
STZ vs EQH
+114.4%
-150.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | +4.9% | -2.2% | +7.1% | +5.2% |
| 30D | +20.9% | -1.1% | +21.9% | +21.0% |
| 3M | +8.0% | +0.9% | +7.0% | +7.8% |
| 6M | -5.3% | +22.1% | -27.4% | -7.6% |
| YTD | +5.9% | +12.8% | -6.9% | +4.3% |
| 1Y | +14.2% | +20.5% | -6.3% | +11.4% |
| All | -36.3% | +114.4% | -150.6% | -45.6% |
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