+72.2%
EQX vs SPY
+82.3%
-10.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +0.9% |
| 7D | -3.2% | -0.8% | -2.4% | -2.5% |
| 30D | +7.8% | -1.1% | +8.8% | +8.9% |
| 3M | +21.3% | +3.9% | +17.5% | +17.7% |
| 6M | -22.4% | +13.6% | -36.0% | -29.6% |
| YTD | -11.3% | +12.7% | -24.0% | -19.0% |
| 1Y | +13.5% | +17.5% | -4.0% | +0.4% |
| 3Y | +162.1% | +76.9% | +85.2% | +61.8% |
| All | +72.2% | +82.3% | -10.1% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling