+43.4%
EQX vs SITM
+174.8%
-131.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.5% | -8.9% | -3.1% |
| 7D | -1.4% | +9.7% | -11.1% | -2.5% |
| 30D | +24.4% | +12.7% | +11.7% | +21.8% |
| 3M | +11.6% | -13.4% | +25.0% | +11.5% |
| 6M | -25.0% | +59.6% | -84.6% | -29.5% |
| YTD | -8.4% | +73.3% | -81.7% | -14.2% |
| 1Y | +43.4% | +165.5% | -122.1% | +24.2% |
| All | +43.4% | +174.8% | -131.4% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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