+251.1%
EQX vs SGI
+609.8%
-358.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.1% |
| 7D | +1.7% | +0.6% | +1.1% | +1.6% |
| 30D | +11.1% | +5.5% | +5.6% | +9.8% |
| 3M | +23.1% | -3.6% | +26.7% | +23.9% |
| 6M | -21.8% | -15.0% | -6.8% | -19.4% |
| YTD | -8.1% | -23.0% | +14.9% | -3.4% |
| 1Y | +29.7% | -18.4% | +48.1% | +34.7% |
| 3Y | +179.9% | +57.8% | +122.1% | +152.7% |
| 5Y | +82.5% | +51.5% | +31.1% | +59.4% |
| All | +251.1% | +609.8% | -358.7% | +231.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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