+861.4%
SE vs EQX
+232.0%
+629.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -3.0% | -1.6% |
| 7D | -5.2% | -3.2% | -2.0% | -4.7% |
| 30D | -17.1% | +7.8% | -24.8% | -18.3% |
| 3M | +24.0% | +21.3% | +2.6% | +19.0% |
| 6M | +21.0% | -22.4% | +43.4% | +24.8% |
| YTD | -16.7% | -11.3% | -5.4% | -16.5% |
| 1Y | -45.9% | +13.5% | -59.4% | -48.5% |
| 3Y | +177.8% | +162.1% | +15.7% | +115.0% |
| 5Y | -67.4% | +84.2% | -151.6% | -74.2% |
| All | +861.4% | +232.0% | +629.4% | +820.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling