+780.7%
EQL vs SPY
+1,012.2%
-231.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.4% |
| 7D | -1.5% | -2.7% | +1.2% | +0.9% |
| 30D | +0.4% | -5.4% | +5.8% | +5.3% |
| 3M | -0.9% | -4.1% | +3.2% | +2.7% |
| 6M | +1.9% | +0.7% | +1.2% | +0.9% |
| YTD | +11.2% | +8.7% | +2.5% | +2.7% |
| 1Y | +14.2% | +10.9% | +3.4% | +3.6% |
| 3Y | +59.5% | +75.0% | -15.5% | -5.2% |
| 5Y | +55.8% | +67.8% | -12.0% | -4.5% |
| 10Y | +233.1% | +312.9% | -79.8% | -11.3% |
| All | +780.7% | +1,012.2% | -231.5% | -6.8% |
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