+195.6%
EQT vs SPG
+105.9%
+89.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -1.2% | -2.2% | +1.0% | -0.2% |
| 30D | +1.1% | -5.8% | +6.9% | +3.6% |
| 3M | +4.8% | -2.8% | +7.6% | +5.7% |
| 6M | -10.6% | +8.9% | -19.5% | -14.7% |
| YTD | +3.4% | +14.3% | -10.8% | -3.8% |
| 1Y | +8.7% | +19.5% | -10.8% | -1.2% |
| 3Y | +35.0% | +106.9% | -71.9% | -10.1% |
| All | +195.6% | +105.9% | +89.7% | +87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling