+12.0%
SHW vs EQX
+83.7%
-71.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.7% |
| 7D | -3.1% | -3.2% | +0.1% | -2.9% |
| 30D | -10.0% | +7.8% | -17.8% | -10.5% |
| 3M | +2.3% | +21.3% | -19.1% | +0.8% |
| 6M | +0.7% | -22.4% | +23.1% | +1.7% |
| YTD | +0.5% | -11.3% | +11.8% | +0.5% |
| 1Y | -11.5% | +13.5% | -25.0% | -13.0% |
| 3Y | +21.3% | +162.1% | -140.8% | +11.0% |
| All | +12.0% | +83.7% | -71.7% | -3.4% |
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