+233.4%
EQX vs SMTC
+254.9%
-21.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.9% | -2.1% | -4.7% |
| 7D | -7.0% | +17.5% | -24.5% | -8.9% |
| 30D | +4.8% | +21.3% | -16.5% | +1.9% |
| 3M | +25.6% | +3.1% | +22.5% | +23.5% |
| 6M | -25.8% | +81.7% | -107.5% | -32.3% |
| YTD | -12.7% | +115.9% | -128.7% | -22.1% |
| 1Y | +14.1% | +157.8% | -143.8% | -0.4% |
| 3Y | +165.7% | +557.3% | -391.5% | +94.0% |
| 5Y | +81.2% | +114.7% | -33.4% | +43.3% |
| All | +233.4% | +254.9% | -21.5% | +197.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling