-90.8%
EQ vs SPY
+207.2%
-298.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | -14.6% | +2.6% | -17.2% | -15.7% |
| 30D | -0.8% | -2.0% | +1.2% | +0.4% |
| 3M | -35.8% | -2.8% | -33.0% | -34.8% |
| 6M | -44.2% | +2.1% | -46.3% | -44.5% |
| YTD | -16.8% | +11.5% | -28.3% | -20.7% |
| 1Y | +53.6% | +13.5% | +40.1% | +45.4% |
| 3Y | +158.0% | +77.7% | +80.3% | +102.6% |
| 5Y | -76.8% | +72.6% | -149.4% | -81.7% |
| All | -90.8% | +207.2% | -298.0% | -93.5% |
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