+81.6%
SPY vs EQT
+197.4%
-115.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -2.0% | -1.2% | -0.8% | -1.8% |
| 30D | -1.7% | +1.1% | -2.7% | -1.8% |
| 3M | +4.7% | +4.8% | -0.1% | +3.9% |
| 6M | +12.5% | -10.6% | +23.1% | +14.0% |
| YTD | +11.7% | +3.4% | +8.3% | +10.6% |
| 1Y | +17.5% | +8.7% | +8.8% | +15.1% |
| 3Y | +76.6% | +35.0% | +41.6% | +65.2% |
| All | +81.6% | +197.4% | -115.8% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling