-7.1%
SWKS vs EQH
+232.3%
-239.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +4.1% |
| 7D | +12.5% | +5.5% | +7.0% | +9.4% |
| 30D | +10.5% | +3.2% | +7.3% | +8.5% |
| 3M | -7.4% | +32.5% | -39.9% | -20.4% |
| 6M | +32.7% | +33.7% | -1.1% | +12.8% |
| YTD | +19.2% | +13.4% | +5.7% | +9.7% |
| 1Y | +2.4% | +0.6% | +1.8% | -0.1% |
| 3Y | -25.6% | +95.1% | -120.8% | -49.0% |
| 5Y | -53.4% | +92.7% | -146.1% | -68.3% |
| All | -7.1% | +232.3% | -239.4% | -54.9% |
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