-25.1%
STZ vs EQH
+230.4%
-255.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | +4.9% | -2.2% | +7.1% | +5.5% |
| 30D | +20.9% | -1.1% | +21.9% | +21.1% |
| 3M | +8.0% | +0.9% | +7.0% | +7.4% |
| 6M | -5.3% | +22.1% | -27.4% | -11.2% |
| YTD | +5.9% | +12.8% | -6.9% | +0.8% |
| 1Y | +14.2% | +20.5% | -6.3% | +6.4% |
| 3Y | -37.0% | +113.2% | -150.1% | -53.1% |
| 5Y | -29.7% | +69.9% | -99.6% | -45.3% |
| All | -25.1% | +230.4% | -255.5% | -58.7% |
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