+6.8%
XLP vs EQH
+2.6%
+4.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | 0.0% |
| 7D | -2.5% | -1.8% | -0.8% | -2.5% |
| 30D | -1.9% | +2.4% | -4.3% | -2.0% |
| 3M | -2.1% | +26.3% | -28.4% | -2.8% |
| 6M | -1.8% | +35.8% | -37.7% | -2.7% |
| YTD | +8.3% | +12.7% | -4.4% | +7.8% |
| 1Y | +6.8% | +2.5% | +4.4% | +6.6% |
| All | +6.8% | +2.6% | +4.2% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling