+791.9%
EQL vs SPY
+1,062.1%
-270.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | +0.2% | +0.1% | +0.2% | +0.2% |
| 3M | +2.5% | +2.0% | +0.6% | +0.6% |
| 6M | +5.3% | +13.0% | -7.7% | -5.8% |
| YTD | +12.6% | +13.5% | -0.9% | +0.2% |
| 1Y | +16.4% | +20.0% | -3.6% | -1.5% |
| 3Y | +55.6% | +77.2% | -21.6% | -8.4% |
| 5Y | +63.9% | +81.9% | -18.0% | -6.5% |
| 10Y | +224.1% | +314.1% | -90.0% | -13.7% |
| All | +791.9% | +1,062.1% | -270.2% | -9.1% |
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