+732.9%
EWQ vs SPY
+1,868.8%
-1,135.9%
-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% | +0.5% | +0.5% |
| 7D | +2.3% | +2.6% | -0.3% | -0.1% |
| 30D | +5.8% | -2.0% | +7.8% | +7.6% |
| 3M | -7.4% | -2.8% | -4.6% | -5.1% |
| 6M | -0.5% | +2.1% | -2.6% | -2.7% |
| YTD | -0.1% | +11.5% | -11.6% | -10.1% |
| 1Y | +0.3% | +13.5% | -13.2% | -11.2% |
| 3Y | +34.0% | +77.7% | -43.7% | -23.9% |
| 5Y | +29.6% | +72.6% | -43.0% | -24.7% |
| 10Y | +142.5% | +308.2% | -165.6% | -39.1% |
| All | +732.9% | +1,868.8% | -1,135.9% | -20.4% |
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