+244.5%
EQT vs SPXU
-100.0%
+344.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +1.2% |
| 7D | -1.2% | +6.4% | -7.5% | +0.9% |
| 30D | +1.1% | +5.9% | -4.9% | +3.1% |
| 3M | +4.8% | -11.7% | +16.5% | +0.8% |
| 6M | -10.6% | -28.7% | +18.1% | -19.5% |
| YTD | +3.4% | -26.4% | +29.8% | -5.6% |
| 1Y | +8.7% | -35.2% | +43.9% | -4.3% |
| 3Y | +35.0% | -79.8% | +114.8% | -12.1% |
| 5Y | +204.2% | -86.1% | +290.3% | +103.9% |
| 10Y | +52.5% | -99.5% | +152.0% | -59.3% |
| All | +244.5% | -100.0% | +344.5% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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