+53.6%
EQ vs SPY
+12.1%
+41.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.8% |
| 7D | -14.6% | +2.6% | -17.2% | -17.4% |
| 30D | -0.8% | -2.0% | +1.2% | +2.5% |
| 3M | -35.8% | -2.8% | -33.0% | -33.1% |
| 6M | -44.2% | +2.1% | -46.3% | -45.4% |
| YTD | -16.8% | +11.5% | -28.3% | -29.8% |
| 1Y | +53.6% | +13.5% | +40.1% | +27.0% |
| All | +53.6% | +12.1% | +41.5% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling