+767.3%
EWQ vs SPY
+1,905.1%
-1,137.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -3.9% | +0.1% | -3.9% | -4.0% |
| 3M | +1.1% | +2.0% | -0.9% | -0.9% |
| 6M | +3.4% | +13.0% | -9.6% | -7.8% |
| YTD | +4.0% | +13.5% | -9.6% | -7.8% |
| 1Y | +10.5% | +20.0% | -9.5% | -7.1% |
| 3Y | +33.3% | +77.2% | -43.9% | -23.9% |
| 5Y | +38.6% | +81.9% | -43.3% | -23.3% |
| 10Y | +143.8% | +314.1% | -170.3% | -39.5% |
| All | +767.3% | +1,905.1% | -1,137.8% | -18.4% |
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