+144.1%
EWQ vs SPY
+307.0%
-162.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +2.3% | +2.6% | -0.3% | 0.0% |
| 30D | +5.8% | -2.0% | +7.8% | +7.5% |
| 3M | -7.4% | -2.8% | -4.6% | -5.3% |
| 6M | -0.5% | +2.1% | -2.6% | -2.5% |
| YTD | -0.1% | +11.5% | -11.6% | -9.3% |
| 1Y | +0.3% | +13.5% | -13.2% | -10.4% |
| 3Y | +34.0% | +77.7% | -43.7% | -21.1% |
| 5Y | +29.6% | +72.6% | -43.0% | -22.0% |
| All | +144.1% | +307.0% | -162.9% | -35.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling