+179.4%
SYF vs EQH
+226.9%
-47.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | -1.3% | +1.1% | -2.4% | -2.2% |
| 30D | -1.1% | -1.1% | 0.0% | -0.5% |
| 3M | +7.4% | +25.0% | -17.6% | -10.6% |
| 6M | +16.2% | +33.9% | -17.7% | -9.7% |
| YTD | -6.1% | +11.6% | -17.7% | -15.9% |
| 1Y | +3.4% | +1.5% | +1.9% | -0.9% |
| 3Y | +162.9% | +96.7% | +66.1% | +48.2% |
| 5Y | +85.6% | +93.9% | -8.3% | +4.5% |
| All | +179.4% | +226.9% | -47.4% | +2.0% |
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