+72.2%
EQX vs SM
+108.4%
-36.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -3.2% | +4.6% | -7.8% | -3.6% |
| 30D | +7.8% | +18.2% | -10.4% | +6.2% |
| 3M | +21.3% | +22.5% | -1.2% | +18.7% |
| 6M | -22.4% | +50.6% | -73.0% | -27.2% |
| YTD | -11.3% | +108.1% | -119.4% | -21.0% |
| 1Y | +13.5% | +46.0% | -32.5% | +6.0% |
| 3Y | +162.1% | +2.9% | +159.3% | +150.5% |
| All | +72.2% | +108.4% | -36.2% | +71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling