+70.3%
EQWL vs SPY
+77.0%
-6.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | 0.0% |
| 7D | -1.4% | -0.8% | -0.6% | -0.8% |
| 30D | -1.6% | -1.1% | -0.5% | -0.8% |
| 3M | +4.3% | +3.9% | +0.4% | +1.2% |
| 6M | +12.4% | +13.6% | -1.2% | +1.7% |
| YTD | +13.1% | +12.7% | +0.4% | +3.0% |
| 1Y | +18.2% | +17.5% | +0.7% | +4.1% |
| 3Y | +70.3% | +76.9% | -6.6% | +5.6% |
| All | +70.3% | +77.0% | -6.6% | +5.6% |
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