+46.7%
SW vs EQH
+250.5%
-203.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | -2.6% | -0.5% | -2.1% | -2.5% |
| 30D | +7.2% | +4.4% | +2.8% | +6.0% |
| 3M | -10.5% | +8.8% | -19.2% | -12.5% |
| 6M | +9.9% | +38.1% | -28.3% | +1.0% |
| YTD | +17.2% | +19.7% | -2.4% | +11.2% |
| 1Y | +26.5% | +27.8% | -1.3% | +18.2% |
| 3Y | +47.7% | +126.1% | -78.4% | +24.3% |
| 5Y | +0.2% | +83.3% | -83.1% | -14.0% |
| All | +46.7% | +250.5% | -203.8% | +8.6% |
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 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