+233.4%
EQX vs SPG
+87.0%
+146.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.1% | -5.1% | -5.1% |
| 7D | -7.0% | -2.2% | -4.8% | -6.7% |
| 30D | +4.8% | -5.8% | +10.6% | +5.7% |
| 3M | +25.6% | -2.8% | +28.4% | +25.9% |
| 6M | -25.8% | +8.9% | -34.7% | -26.8% |
| YTD | -12.7% | +14.3% | -27.0% | -14.6% |
| 1Y | +14.1% | +19.5% | -5.4% | +10.9% |
| 3Y | +165.7% | +106.9% | +58.9% | +139.5% |
| 5Y | +81.2% | +108.7% | -27.5% | +61.7% |
| All | +233.4% | +87.0% | +146.4% | +224.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling