+139.7%
SAP vs EQX
+244.1%
-104.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.3% |
| 7D | -0.3% | +1.7% | -2.0% | -0.4% |
| 30D | +0.3% | +11.1% | -10.8% | -0.9% |
| 3M | +16.9% | +23.1% | -6.2% | +14.1% |
| 6M | +6.3% | -21.8% | +28.2% | +8.1% |
| YTD | -12.4% | -8.1% | -4.3% | -12.8% |
| 1Y | -21.6% | +29.7% | -51.3% | -25.2% |
| 3Y | +54.8% | +179.9% | -125.1% | +32.2% |
| 5Y | +56.2% | +82.5% | -26.3% | +32.4% |
| All | +139.7% | +244.1% | -104.4% | +142.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling