+231.9%
EQL vs SPY
+309.9%
-78.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | -0.4% |
| 7D | -0.4% | -0.9% | +0.6% | +0.4% |
| 30D | +1.5% | -2.4% | +3.9% | +3.5% |
| 3M | +1.1% | -1.2% | +2.3% | +2.0% |
| 6M | +5.0% | +3.3% | +1.7% | +1.7% |
| YTD | +14.2% | +12.3% | +1.9% | +2.7% |
| 1Y | +14.8% | +12.4% | +2.4% | +3.1% |
| 3Y | +63.8% | +78.8% | -15.0% | -3.9% |
| 5Y | +61.2% | +75.2% | -14.0% | -4.3% |
| All | +231.9% | +309.9% | -78.1% | -8.4% |
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