+220.0%
EQ vs SPY
+76.5%
+143.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.5% | +6.7% | +6.6% |
| 7D | +13.8% | -0.4% | +14.1% | +14.0% |
| 30D | +16.9% | -1.4% | +18.3% | +18.1% |
| 3M | -5.2% | +3.7% | -8.9% | -8.4% |
| 6M | +26.7% | +13.0% | +13.7% | +15.1% |
| YTD | +65.2% | +12.4% | +52.8% | +50.2% |
| 1Y | +39.9% | +18.5% | +21.4% | +23.2% |
| All | +220.0% | +76.5% | +143.5% | +97.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling