-7.2%
SYK vs EQH
+97.5%
-104.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -2.9% | -2.2% |
| 7D | -12.3% | -1.8% | -10.6% | -12.0% |
| 30D | -22.4% | +2.4% | -24.9% | -22.9% |
| 3M | -12.3% | +26.3% | -38.6% | -16.8% |
| 6M | -24.3% | +35.8% | -60.1% | -29.5% |
| YTD | -22.8% | +12.7% | -35.4% | -25.3% |
| 1Y | -28.8% | +2.5% | -31.2% | -29.7% |
| All | -7.2% | +97.5% | -104.7% | -17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling