-32.9%
STZ vs EQH
+232.3%
-265.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | -1.9% | +5.5% | -7.4% | -3.5% |
| 30D | -1.9% | +3.2% | -5.1% | -2.9% |
| 3M | -6.2% | +32.5% | -38.8% | -13.9% |
| 6M | -14.0% | +33.7% | -47.8% | -21.6% |
| YTD | -5.1% | +13.4% | -18.6% | -9.7% |
| 1Y | -9.6% | +0.6% | -10.1% | -11.1% |
| 3Y | -47.2% | +95.1% | -142.4% | -59.6% |
| 5Y | -33.6% | +92.7% | -126.3% | -50.6% |
| All | -32.9% | +232.3% | -265.2% | -63.0% |
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