-51.2%
SWKS vs EQH
+92.7%
-143.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.6% | +2.8% |
| 7D | +11.8% | +5.4% | +6.4% | +8.4% |
| 30D | +6.7% | +1.0% | +5.7% | +5.9% |
| 3M | 0.0% | +26.7% | -26.7% | -13.4% |
| 6M | +38.7% | +34.4% | +4.4% | +15.0% |
| YTD | +21.4% | +11.5% | +9.9% | +11.8% |
| 1Y | +2.9% | +0.4% | +2.5% | +0.5% |
| 3Y | -16.4% | +96.5% | -112.9% | -47.2% |
| 5Y | -51.2% | +93.4% | -144.5% | -68.8% |
| All | -51.2% | +92.7% | -143.9% | -68.8% |
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