+238.8%
EQX vs SPYG
+304.6%
-65.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.2% |
| 7D | -3.2% | -0.9% | -2.3% | -2.7% |
| 30D | +7.8% | -1.5% | +9.3% | +8.7% |
| 3M | +21.3% | +3.7% | +17.6% | +19.2% |
| 6M | -22.4% | +16.4% | -38.8% | -27.6% |
| YTD | -11.3% | +13.3% | -24.6% | -16.3% |
| 1Y | +13.5% | +17.9% | -4.4% | +5.3% |
| 3Y | +162.1% | +98.3% | +63.8% | +88.0% |
| 5Y | +84.2% | +86.4% | -2.2% | +30.8% |
| All | +238.8% | +304.6% | -65.8% | +260.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling