+74.4%
SYF vs EQH
+102.2%
-27.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | -0.4% |
| 7D | -4.9% | +0.7% | -5.6% | -5.5% |
| 30D | -4.3% | +2.8% | -7.1% | -6.6% |
| 3M | +5.5% | +23.1% | -17.6% | -11.2% |
| 6M | +17.5% | +41.4% | -23.9% | -12.8% |
| YTD | -7.8% | +14.3% | -22.0% | -18.8% |
| 1Y | +1.6% | +1.6% | 0.0% | -1.9% |
| 3Y | +154.8% | +102.7% | +52.1% | +38.8% |
| All | +74.4% | +102.2% | -27.8% | -8.7% |
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 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