+123.0%
EQBK vs SPY
+335.5%
-212.5%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.6% |
| 7D | +0.1% | -0.4% | +0.5% | +0.4% |
| 30D | -2.1% | -1.4% | -0.7% | -1.0% |
| 3M | +4.7% | +3.7% | +1.0% | +1.3% |
| 6M | +12.6% | +13.0% | -0.4% | +0.9% |
| YTD | +12.0% | +12.4% | -0.4% | +0.8% |
| 1Y | +20.6% | +18.5% | +2.0% | +3.5% |
| 3Y | +114.0% | +77.6% | +36.4% | +29.5% |
| 5Y | +66.9% | +81.7% | -14.8% | -2.4% |
| 10Y | +107.1% | +319.7% | -212.6% | -35.9% |
| All | +123.0% | +335.5% | -212.5% | -32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling