-1.7%
SW vs EQH
+82.5%
-84.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -3.0% | +5.1% | -8.1% | -4.9% |
| 30D | +4.2% | +4.7% | -0.6% | +2.2% |
| 3M | -11.5% | +7.2% | -18.8% | -14.2% |
| 6M | +8.6% | +38.9% | -30.3% | -5.3% |
| YTD | +15.0% | +19.2% | -4.2% | +5.8% |
| 1Y | +25.7% | +25.5% | +0.1% | +13.3% |
| 3Y | +44.8% | +125.2% | -80.4% | +9.5% |
| 5Y | -1.7% | +81.6% | -83.4% | -28.0% |
| All | -1.7% | +82.5% | -84.2% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling