+238.8%
EQX vs SMTC
+273.0%
-34.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.1% | -3.5% | +1.0% |
| 7D | -3.2% | +13.1% | -16.3% | -4.7% |
| 30D | +7.8% | +19.5% | -11.7% | +4.9% |
| 3M | +21.3% | +2.2% | +19.1% | +19.4% |
| 6M | -22.4% | +94.9% | -117.3% | -29.8% |
| YTD | -11.3% | +127.0% | -138.3% | -21.3% |
| 1Y | +13.5% | +174.6% | -161.1% | -1.6% |
| 3Y | +162.1% | +615.9% | -453.8% | +89.3% |
| 5Y | +84.2% | +125.6% | -41.4% | +44.7% |
| All | +238.8% | +273.0% | -34.2% | +200.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling