-82.7%
EQ vs SPY
+207.9%
-290.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -5.2% |
| 7D | +9.0% | -2.0% | +11.0% | +10.0% |
| 30D | +8.5% | -1.7% | +10.2% | +9.4% |
| 3M | -9.4% | +4.7% | -14.1% | -11.5% |
| 6M | +22.8% | +12.5% | +10.3% | +16.4% |
| YTD | +56.1% | +11.7% | +44.4% | +48.3% |
| 1Y | +31.5% | +17.5% | +14.0% | +22.5% |
| 3Y | +195.1% | +76.6% | +118.6% | +131.9% |
| 5Y | -58.6% | +82.0% | -140.6% | -68.0% |
| All | -82.7% | +207.9% | -290.6% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling