+3.8%
SWKS vs EQH
+248.4%
-244.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.3% |
| 7D | -3.1% | +0.5% | -3.7% | -3.6% |
| 30D | +8.3% | +4.9% | +3.4% | +5.4% |
| 3M | +20.2% | +5.4% | +14.8% | +16.4% |
| 6M | +24.9% | +32.1% | -7.2% | +6.9% |
| YTD | +33.2% | +19.0% | +14.2% | +19.2% |
| 1Y | +23.6% | +27.8% | -4.2% | +6.4% |
| 3Y | +1.3% | +124.8% | -123.5% | -35.5% |
| 5Y | -40.6% | +82.7% | -123.3% | -58.7% |
| All | +3.8% | +248.4% | -244.6% | -51.0% |
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 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