+72.2%
EQX vs SPYG
+85.2%
-13.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.1% |
| 7D | -3.2% | -0.9% | -2.3% | -2.6% |
| 30D | +7.8% | -1.5% | +9.3% | +9.0% |
| 3M | +21.3% | +3.7% | +17.6% | +18.6% |
| 6M | -22.4% | +16.4% | -38.8% | -29.1% |
| YTD | -11.3% | +13.3% | -24.6% | -17.7% |
| 1Y | +13.5% | +17.9% | -4.4% | +2.9% |
| 3Y | +162.1% | +98.3% | +63.8% | +68.1% |
| All | +72.2% | +85.2% | -13.0% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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