+52.7%
SW vs EQH
+232.3%
-179.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.3% | +1.5% |
| 7D | -5.1% | +5.5% | -10.6% | -6.4% |
| 30D | -4.6% | +3.2% | -7.8% | -5.5% |
| 3M | +9.4% | +32.5% | -23.2% | +1.8% |
| 6M | +3.5% | +33.7% | -30.2% | -4.1% |
| YTD | +22.0% | +13.4% | +8.6% | +17.5% |
| 1Y | +2.2% | +0.6% | +1.6% | +1.1% |
| 3Y | +19.6% | +95.1% | -75.5% | +3.7% |
| 5Y | -2.3% | +92.7% | -95.0% | -16.3% |
| All | +52.7% | +232.3% | -179.6% | +14.7% |
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