+2,220.3%
EQT vs SM
+1,680.5%
+539.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | +1.0% | +20.3% | -19.3% | -3.8% |
| 3M | +4.0% | +22.9% | -18.9% | -2.0% |
| 6M | -11.7% | +47.8% | -59.5% | -21.3% |
| YTD | +2.8% | +107.5% | -104.6% | -16.3% |
| 1Y | +10.0% | +51.7% | -41.7% | -3.7% |
| 3Y | +34.1% | -0.9% | +35.0% | +26.3% |
| 5Y | +195.3% | +112.2% | +83.0% | +127.3% |
| 10Y | +51.6% | +20.3% | +31.2% | -14.2% |
| All | +2,220.3% | +1,680.5% | +539.8% | +707.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling