+9.2%
EQX vs SBAC
+2.4%
+6.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +5.8% | +7.0% | +12.2% |
| 7D | +7.6% | +5.8% | +1.8% | +7.0% |
| 30D | +0.4% | +20.8% | -20.4% | -0.9% |
| 3M | +18.0% | +4.8% | +13.2% | +16.7% |
| 6M | -18.4% | -9.1% | -9.2% | -19.2% |
| YTD | -19.3% | +3.1% | -22.4% | -20.4% |
| 1Y | +9.2% | +2.2% | +7.1% | +8.4% |
| All | +9.2% | +2.4% | +6.9% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling