+79.2%
EQX vs S
-57.1%
+136.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -3.2% | -0.7% | -2.5% | -3.1% |
| 30D | +7.8% | -11.4% | +19.2% | +9.0% |
| 3M | +21.3% | +33.8% | -12.5% | +16.0% |
| 6M | -22.4% | +39.5% | -61.9% | -26.9% |
| YTD | -11.3% | +31.7% | -43.0% | -15.9% |
| 1Y | +13.5% | +7.0% | +6.5% | +10.4% |
| 3Y | +162.1% | +11.8% | +150.4% | +145.4% |
| 5Y | +84.2% | -69.0% | +153.2% | +87.7% |
| All | +79.2% | -57.1% | +136.2% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling