-25.8%
EQX vs SITM
+68.9%
-94.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.1% | -7.2% | -5.4% |
| 7D | -7.0% | +4.8% | -11.9% | -7.9% |
| 30D | +4.8% | -9.7% | +14.6% | +6.2% |
| 3M | +25.6% | -9.3% | +35.0% | +23.9% |
| 6M | -25.8% | +69.5% | -95.4% | -45.1% |
| All | -25.8% | +68.9% | -94.8% | -45.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling