+49.5%
EQT vs SPG
+64.3%
-14.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -1.2% | -2.2% | +1.0% | -0.6% |
| 30D | +1.1% | -5.8% | +6.9% | +2.7% |
| 3M | +4.8% | -2.8% | +7.6% | +5.4% |
| 6M | -10.6% | +8.9% | -19.5% | -13.1% |
| YTD | +3.4% | +14.3% | -10.8% | -0.9% |
| 1Y | +8.7% | +19.5% | -10.8% | +2.7% |
| 3Y | +35.0% | +106.9% | -71.9% | +8.8% |
| 5Y | +204.2% | +108.7% | +95.5% | +142.8% |
| All | +49.5% | +64.3% | -14.8% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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