-23.2%
STZ vs EQH
+248.4%
-271.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +5.3% | +0.5% | +4.8% | +5.1% |
| 30D | +19.6% | +4.9% | +14.7% | +17.8% |
| 3M | +10.0% | +5.4% | +4.5% | +8.0% |
| 6M | -0.3% | +32.1% | -32.4% | -8.5% |
| YTD | +8.6% | +19.0% | -10.4% | +1.7% |
| 1Y | +16.6% | +27.8% | -11.2% | +6.7% |
| 3Y | -34.8% | +124.8% | -159.6% | -52.3% |
| 5Y | -27.8% | +82.7% | -110.5% | -45.1% |
| All | -23.2% | +248.4% | -271.7% | -58.3% |
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