+72.2%
EQX vs SPG
+106.0%
-33.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | -3.2% | -1.2% | -2.0% | -2.9% |
| 30D | +7.8% | -6.1% | +13.9% | +9.9% |
| 3M | +21.3% | -3.6% | +25.0% | +22.2% |
| 6M | -22.4% | +10.4% | -32.8% | -25.3% |
| YTD | -11.3% | +14.4% | -25.7% | -15.8% |
| 1Y | +13.5% | +16.5% | -3.0% | +6.8% |
| 3Y | +162.1% | +106.8% | +55.3% | +95.4% |
| All | +72.2% | +106.0% | -33.8% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling