+13.0%
SWKS vs EQH
+249.1%
-236.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.9% |
| 7D | +10.9% | +5.1% | +5.7% | +8.0% |
| 30D | +17.6% | +4.7% | +12.9% | +14.5% |
| 3M | +29.2% | +7.2% | +22.0% | +24.0% |
| 6M | +37.0% | +38.9% | -1.9% | +14.3% |
| YTD | +44.9% | +19.2% | +25.8% | +29.6% |
| 1Y | +33.8% | +25.5% | +8.3% | +16.3% |
| 3Y | +10.2% | +125.2% | -115.0% | -29.8% |
| 5Y | -37.0% | +81.6% | -118.6% | -56.1% |
| All | +13.0% | +249.1% | -236.0% | -46.7% |
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 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