+35.8%
EQT vs SM
-0.7%
+36.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -1.2% | +2.1% | -3.3% | -1.8% |
| 30D | +1.1% | +18.1% | -17.0% | -3.7% |
| 3M | +4.8% | +17.0% | -12.2% | -0.4% |
| 6M | -10.6% | +55.4% | -66.0% | -22.5% |
| YTD | +3.4% | +108.6% | -105.1% | -18.4% |
| 1Y | +8.7% | +45.7% | -37.0% | -5.0% |
| All | +35.8% | -0.7% | +36.5% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling