+72.2%
EQX vs SBAC
-43.5%
+115.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +0.9% |
| 7D | -3.2% | -2.1% | -1.1% | -2.5% |
| 30D | +7.8% | +2.0% | +5.8% | +7.1% |
| 3M | +21.3% | -8.3% | +29.6% | +24.3% |
| 6M | -22.4% | +0.3% | -22.7% | -23.8% |
| YTD | -11.3% | -2.2% | -9.1% | -12.4% |
| 1Y | +13.5% | -4.6% | +18.1% | +13.0% |
| 3Y | +162.1% | -8.3% | +170.4% | +159.2% |
| All | +72.2% | -43.5% | +115.7% | +123.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling