+162.1%
EQX vs SITM
+452.7%
-290.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.5% | -3.9% | +0.9% |
| 7D | -3.2% | +3.9% | -7.1% | -3.7% |
| 30D | +7.8% | -6.6% | +14.4% | +8.3% |
| 3M | +21.3% | -11.9% | +33.2% | +21.5% |
| 6M | -22.4% | +81.1% | -103.6% | -29.2% |
| YTD | -11.3% | +80.0% | -91.3% | -19.9% |
| 1Y | +13.5% | +145.8% | -132.3% | -2.6% |
| 3Y | +162.1% | +475.9% | -313.7% | +93.4% |
| All | +162.1% | +452.7% | -290.5% | +93.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling