+3.5%
SWK vs EQH
+250.5%
-247.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.1% |
| 7D | -2.3% | -0.5% | -1.8% | -2.1% |
| 30D | +30.4% | +4.4% | +26.1% | +26.9% |
| 3M | +12.1% | +8.8% | +3.4% | +5.9% |
| 6M | +49.1% | +38.1% | +10.9% | +20.2% |
| YTD | +60.4% | +19.7% | +40.8% | +39.5% |
| 1Y | +78.3% | +27.8% | +50.5% | +48.6% |
| 3Y | +53.3% | +126.1% | -72.8% | -13.7% |
| 5Y | -27.0% | +83.3% | -110.3% | -54.4% |
| All | +3.5% | +250.5% | -247.0% | -63.1% |
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 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