+251.1%
EQX vs SM
+186.7%
+64.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | +1.7% | -0.2% | +2.0% | +1.7% |
| 30D | +11.1% | +20.3% | -9.2% | +10.0% |
| 3M | +23.1% | +22.9% | +0.2% | +21.4% |
| 6M | -21.8% | +47.8% | -69.7% | -24.2% |
| YTD | -8.1% | +107.5% | -115.6% | -12.9% |
| 1Y | +29.7% | +51.7% | -22.1% | +25.1% |
| 3Y | +179.9% | -0.9% | +180.8% | +173.9% |
| 5Y | +82.5% | +112.2% | -29.7% | +71.5% |
| All | +251.1% | +186.7% | +64.4% | +217.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling