-24.5%
SWK vs EQH
+80.9%
-105.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.2% | -2.4% | -0.1% |
| 7D | +10.7% | +2.1% | +8.6% | +9.3% |
| 30D | +33.3% | +4.7% | +28.6% | +29.8% |
| 3M | +14.7% | +7.6% | +7.1% | +9.4% |
| 6M | +48.5% | +31.9% | +16.7% | +24.9% |
| YTD | +63.9% | +18.7% | +45.2% | +45.0% |
| 1Y | +80.4% | +25.7% | +54.7% | +54.0% |
| 3Y | +58.1% | +129.1% | -71.0% | -9.0% |
| 5Y | -24.5% | +82.3% | -106.8% | -51.1% |
| All | -24.5% | +80.9% | -105.4% | -51.1% |
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