+1,959.6%
EQT vs SPG
+5,187.5%
-3,227.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.1% |
| 7D | -2.0% | -1.7% | -0.4% | -1.5% |
| 30D | +1.0% | -6.3% | +7.3% | +3.0% |
| 3M | +4.0% | -2.4% | +6.4% | +4.6% |
| 6M | -11.7% | +9.6% | -21.3% | -14.7% |
| YTD | +2.8% | +14.2% | -11.4% | -2.0% |
| 1Y | +10.0% | +19.3% | -9.3% | +3.3% |
| 3Y | +34.1% | +106.7% | -72.6% | +5.0% |
| 5Y | +195.3% | +104.2% | +91.1% | +130.4% |
| 10Y | +51.6% | +63.7% | -12.1% | +13.0% |
| All | +1,959.6% | +5,187.5% | -3,227.8% | +600.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling