+54.2%
SAP vs EQX
+80.7%
-26.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.1% | +3.5% | -1.0% |
| 7D | -5.1% | -7.0% | +1.9% | -4.3% |
| 30D | -1.8% | +4.8% | -6.6% | -2.4% |
| 3M | +20.9% | +25.6% | -4.7% | +17.5% |
| 6M | +7.0% | -25.8% | +32.8% | +9.6% |
| YTD | -13.7% | -12.7% | -1.0% | -13.7% |
| 1Y | -19.6% | +14.1% | -33.6% | -22.5% |
| 3Y | +52.4% | +165.7% | -113.3% | +26.6% |
| All | +54.2% | +80.7% | -26.5% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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