+238.8%
EQX vs SBAC
+27.9%
+210.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.0% |
| 7D | -3.2% | -2.1% | -1.1% | -2.6% |
| 30D | +7.8% | +2.0% | +5.8% | +7.1% |
| 3M | +21.3% | -8.3% | +29.6% | +24.0% |
| 6M | -22.4% | +0.3% | -22.7% | -23.7% |
| YTD | -11.3% | -2.2% | -9.1% | -12.3% |
| 1Y | +13.5% | -4.6% | +18.1% | +12.9% |
| 3Y | +162.1% | -8.3% | +170.4% | +160.1% |
| 5Y | +84.2% | -42.8% | +127.0% | +114.1% |
| All | +238.8% | +27.9% | +210.9% | +204.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling