+9.2%
EQX vs SPY
+14.6%
-5.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +1.7% | +11.1% | +9.2% |
| 7D | +7.6% | -0.7% | +8.3% | +9.5% |
| 30D | +0.4% | -1.0% | +1.5% | +3.2% |
| 3M | +18.0% | -0.3% | +18.3% | +19.7% |
| 6M | -18.4% | +7.3% | -25.7% | -27.2% |
| YTD | -19.3% | +13.3% | -32.7% | -36.0% |
| 1Y | +9.2% | +14.8% | -5.6% | -14.6% |
| All | +9.2% | +14.6% | -5.4% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling