+82.6%
EQX vs S
-57.8%
+140.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +0.9% | -1.0% |
| 7D | +3.8% | -5.8% | +9.6% | +4.5% |
| 30D | +9.4% | -9.2% | +18.6% | +10.3% |
| 3M | +16.8% | +23.4% | -6.5% | +13.0% |
| 6M | -23.7% | +36.9% | -60.6% | -27.9% |
| YTD | -9.6% | +29.5% | -39.1% | -14.0% |
| 1Y | +29.1% | +5.4% | +23.7% | +25.9% |
| 3Y | +175.3% | +14.7% | +160.6% | +156.7% |
| 5Y | +77.3% | -71.5% | +148.8% | +82.2% |
| All | +82.6% | -57.8% | +140.4% | +84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling