+238.8%
EQX vs SPXU
-99.1%
+337.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.1% | +1.1% |
| 7D | -3.2% | +2.5% | -5.7% | -2.7% |
| 30D | +7.8% | +4.2% | +3.6% | +8.8% |
| 3M | +21.3% | -9.3% | +30.6% | +19.8% |
| 6M | -22.4% | -30.7% | +8.3% | -26.3% |
| YTD | -11.3% | -28.1% | +16.8% | -15.0% |
| 1Y | +13.5% | -35.2% | +48.8% | +7.3% |
| 3Y | +162.1% | -79.9% | +242.1% | +111.4% |
| 5Y | +84.2% | -86.4% | +170.6% | +47.4% |
| All | +238.8% | -99.1% | +337.9% | +291.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling