-44.7%
EQPT vs SPY
+11.7%
-56.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +0.7% |
| 7D | -7.8% | -0.8% | -7.1% | -6.5% |
| 30D | -12.9% | -1.1% | -11.8% | -11.0% |
| 3M | -7.5% | +3.9% | -11.4% | -12.4% |
| 6M | -37.3% | +13.6% | -50.9% | -47.6% |
| All | -44.7% | +11.7% | -56.3% | -52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling