+9.2%
EQX vs SM
+70.4%
-61.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -15.3% | +28.1% | +8.1% |
| 7D | +7.6% | -21.5% | +29.1% | +1.3% |
| 30D | +0.4% | -11.4% | +11.8% | -2.5% |
| 3M | +18.0% | +0.6% | +17.4% | +19.6% |
| 6M | -18.4% | +0.2% | -18.6% | -16.0% |
| YTD | -19.3% | +69.7% | -89.0% | -22.3% |
| 1Y | +9.2% | +71.6% | -62.3% | +6.4% |
| All | +9.2% | +70.4% | -61.2% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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