+6,037.1%
SO vs EQT
+3,004.6%
+3,032.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +1.0% | -0.8% | +1.9% | +1.1% |
| 30D | -3.2% | +6.6% | -9.8% | -3.9% |
| 3M | -1.7% | +4.4% | -6.1% | -2.3% |
| 6M | -7.2% | -10.5% | +3.3% | -6.2% |
| YTD | +4.6% | +3.7% | +0.8% | +3.8% |
| 1Y | +1.2% | +9.9% | -8.7% | -0.4% |
| 3Y | +45.3% | +35.4% | +9.9% | +37.4% |
| 5Y | +58.7% | +189.2% | -130.5% | +32.7% |
| 10Y | +155.9% | +50.7% | +105.2% | +115.2% |
| All | +6,037.1% | +3,004.6% | +3,032.5% | +2,658.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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