+72.2%
EQX vs STZ
-37.6%
+109.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.9% |
| 7D | -3.2% | -4.5% | +1.3% | -2.3% |
| 30D | +7.8% | -8.6% | +16.4% | +9.8% |
| 3M | +21.3% | -13.8% | +35.1% | +25.0% |
| 6M | -22.4% | -17.2% | -5.3% | -19.6% |
| YTD | -11.3% | -9.4% | -2.0% | -10.5% |
| 1Y | +13.5% | -11.9% | +25.4% | +15.2% |
| 3Y | +162.1% | -49.6% | +211.7% | +216.4% |
| All | +72.2% | -37.6% | +109.8% | +105.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling