+49.5%
EQT vs SM
+23.2%
+26.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -1.2% | +2.1% | -3.3% | -1.7% |
| 30D | +1.1% | +18.1% | -17.0% | -3.1% |
| 3M | +4.8% | +17.0% | -12.2% | +0.3% |
| 6M | -10.6% | +55.4% | -66.0% | -20.9% |
| YTD | +3.4% | +108.6% | -105.1% | -15.2% |
| 1Y | +8.7% | +45.7% | -37.0% | -3.4% |
| 3Y | +35.0% | -0.3% | +35.3% | +27.4% |
| 5Y | +204.2% | +113.0% | +91.2% | +141.3% |
| All | +49.5% | +23.2% | +26.3% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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