+195.6%
EQT vs SPYG
+83.7%
+111.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.1% |
| 7D | -1.2% | -1.8% | +0.7% | -0.2% |
| 30D | +1.1% | -1.9% | +3.0% | +2.1% |
| 3M | +4.8% | +5.2% | -0.4% | +1.2% |
| 6M | -10.6% | +15.6% | -26.1% | -18.8% |
| YTD | +3.4% | +12.4% | -9.0% | -4.7% |
| 1Y | +8.7% | +17.5% | -8.8% | -2.8% |
| 3Y | +35.0% | +98.1% | -63.1% | -14.9% |
| All | +195.6% | +83.7% | +111.9% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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