+35.8%
EQT vs SPG
+106.6%
-70.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -1.2% | -2.2% | +1.0% | -0.5% |
| 30D | +1.1% | -5.8% | +6.9% | +2.9% |
| 3M | +4.8% | -2.8% | +7.6% | +5.4% |
| 6M | -10.6% | +8.9% | -19.5% | -13.8% |
| YTD | +3.4% | +14.3% | -10.8% | -2.4% |
| 1Y | +8.7% | +19.5% | -10.8% | +0.7% |
| All | +35.8% | +106.6% | -70.8% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling