+3,061.7%
SPY vs EQT
+2,018.2%
+1,043.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -0.4% | -2.0% | +1.6% | +0.1% |
| 30D | -1.4% | +1.0% | -2.4% | -1.6% |
| 3M | +3.7% | +4.0% | -0.3% | +2.6% |
| 6M | +13.0% | -11.7% | +24.7% | +15.4% |
| YTD | +12.4% | +2.8% | +9.6% | +10.8% |
| 1Y | +18.5% | +10.0% | +8.5% | +14.8% |
| 3Y | +77.6% | +34.1% | +43.5% | +61.0% |
| 5Y | +81.7% | +195.3% | -113.6% | +31.0% |
| 10Y | +319.7% | +51.6% | +268.1% | +210.8% |
| All | +3,061.7% | +2,018.2% | +1,043.5% | +1,022.0% |
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 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