+251.1%
EQX vs SFM
+215.0%
+36.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | +2.2% |
| 7D | +1.7% | -7.2% | +8.9% | +2.7% |
| 30D | +11.1% | -14.3% | +25.4% | +13.2% |
| 3M | +23.1% | -13.7% | +36.8% | +25.0% |
| 6M | -21.8% | -6.0% | -15.8% | -22.0% |
| YTD | -8.1% | -8.2% | +0.1% | -8.3% |
| 1Y | +29.7% | -46.2% | +75.9% | +39.7% |
| 3Y | +179.9% | +83.6% | +96.3% | +140.4% |
| 5Y | +82.5% | +212.7% | -130.2% | +39.5% |
| All | +251.1% | +215.0% | +36.1% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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