+218.1%
EQIN vs SPY
+315.0%
-96.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.1% |
| 7D | -0.2% | -0.8% | +0.6% | +0.4% |
| 30D | -0.5% | -1.1% | +0.6% | +0.3% |
| 3M | +5.6% | +3.9% | +1.7% | +2.3% |
| 6M | +10.8% | +13.6% | -2.8% | -0.1% |
| YTD | +15.1% | +12.7% | +2.5% | +4.5% |
| 1Y | +18.7% | +17.5% | +1.2% | +4.1% |
| 3Y | +52.5% | +76.9% | -24.4% | -4.8% |
| 5Y | +72.5% | +83.6% | -11.0% | +3.5% |
| 10Y | +217.5% | +320.7% | -103.1% | +14.4% |
| All | +218.1% | +315.0% | -96.9% | +16.0% |
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 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