+35.8%
EQT vs SPY
+75.5%
-39.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.0% |
| 7D | -1.2% | -2.0% | +0.8% | +0.1% |
| 30D | +1.1% | -1.7% | +2.7% | +2.1% |
| 3M | +4.8% | +4.7% | +0.1% | +1.3% |
| 6M | -10.6% | +12.5% | -23.1% | -18.1% |
| YTD | +3.4% | +11.7% | -8.3% | -4.9% |
| 1Y | +8.7% | +17.5% | -8.8% | -4.0% |
| All | +35.8% | +75.5% | -39.7% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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