+157.9%
EQX vs STZ
-49.0%
+206.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.9% | -6.9% | -5.3% |
| 7D | -7.0% | -4.1% | -2.9% | -6.5% |
| 30D | +4.8% | -7.6% | +12.4% | +5.9% |
| 3M | +25.6% | -12.3% | +37.9% | +27.7% |
| 6M | -25.8% | -16.3% | -9.5% | -24.2% |
| YTD | -12.7% | -8.4% | -4.4% | -12.4% |
| 1Y | +14.1% | -10.8% | +24.9% | +15.1% |
| All | +157.9% | -49.0% | +206.9% | +196.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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