-18.0%
SWK vs EQH
+226.9%
-244.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -4.6% | +1.1% | -5.7% | -5.3% |
| 30D | -9.9% | -1.1% | -8.8% | -9.5% |
| 3M | +15.4% | +25.0% | -9.6% | -0.4% |
| 6M | +25.0% | +33.9% | -8.9% | +2.0% |
| YTD | +27.2% | +11.6% | +15.6% | +15.9% |
| 1Y | +24.6% | +1.5% | +23.1% | +19.9% |
| 3Y | +13.7% | +96.7% | -83.1% | -30.2% |
| 5Y | -41.5% | +93.9% | -135.4% | -64.8% |
| All | -18.0% | +226.9% | -244.8% | -69.3% |
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