+251.1%
EQX vs SPY
+246.5%
+4.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +1.9% |
| 7D | +1.7% | -0.4% | +2.1% | +2.0% |
| 30D | +11.1% | -1.4% | +12.5% | +12.1% |
| 3M | +23.1% | +3.7% | +19.4% | +20.8% |
| 6M | -21.8% | +13.0% | -34.8% | -26.6% |
| YTD | -8.1% | +12.4% | -20.5% | -13.4% |
| 1Y | +29.7% | +18.5% | +11.2% | +18.8% |
| 3Y | +179.9% | +77.6% | +102.3% | +105.4% |
| 5Y | +82.5% | +81.7% | +0.8% | +29.7% |
| All | +251.1% | +246.5% | +4.6% | +273.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling