-3.9%
SWKS vs EQH
+226.8%
-230.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +6.8% | +1.1% | +5.7% | +6.1% |
| 30D | +11.3% | -1.1% | +12.4% | +11.7% |
| 3M | +4.1% | +25.0% | -21.0% | -7.8% |
| 6M | +39.7% | +33.9% | +5.8% | +18.6% |
| YTD | +23.2% | +11.6% | +11.6% | +14.4% |
| 1Y | +5.3% | +1.5% | +3.8% | +2.1% |
| 3Y | -15.1% | +96.7% | -111.8% | -42.1% |
| 5Y | -50.3% | +93.9% | -144.2% | -66.3% |
| All | -3.9% | +226.8% | -230.8% | -53.0% |
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