+163.6%
EQT vs S
-57.7%
+221.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -2.0% | -1.2% | -0.8% | -1.9% |
| 30D | +1.0% | -12.6% | +13.6% | +1.8% |
| 3M | +4.0% | +27.6% | -23.6% | +1.9% |
| 6M | -11.7% | +35.5% | -47.2% | -14.1% |
| YTD | +2.8% | +29.6% | -26.8% | +0.2% |
| 1Y | +10.0% | +8.1% | +1.9% | +8.4% |
| 3Y | +34.1% | +14.8% | +19.4% | +28.5% |
| 5Y | +195.3% | -70.6% | +265.8% | +191.4% |
| All | +163.6% | -57.7% | +221.3% | +166.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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