+162.1%
EQX vs SNY
-9.6%
+171.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -3.2% | -3.3% | +0.1% | -2.8% |
| 30D | +7.8% | -2.2% | +9.9% | +8.1% |
| 3M | +21.3% | -3.0% | +24.4% | +21.6% |
| 6M | -22.4% | +2.7% | -25.2% | -22.5% |
| YTD | -11.3% | -6.8% | -4.5% | -10.7% |
| 1Y | +13.5% | -5.3% | +18.8% | +14.2% |
| 3Y | +162.1% | -9.8% | +171.9% | +154.4% |
| All | +162.1% | -9.6% | +171.7% | +154.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 3y: compounded portfolio wealth divided by compounded SNY 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…
3y analysis · Full analysis span regression · 6 months rolling