+160.3%
SHW vs EQX
+226.7%
-66.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.1% | +4.1% | -0.7% |
| 7D | -4.5% | -7.0% | +2.6% | -4.1% |
| 30D | -12.7% | +4.8% | -17.5% | -13.0% |
| 3M | +4.7% | +25.6% | -20.9% | +3.2% |
| 6M | -3.4% | -25.8% | +22.4% | -2.4% |
| YTD | -1.3% | -12.7% | +11.4% | -1.2% |
| 1Y | -10.4% | +14.1% | -24.4% | -11.6% |
| 3Y | +20.1% | +165.7% | -145.6% | +11.8% |
| 5Y | +10.5% | +81.2% | -70.7% | +1.3% |
| All | +160.3% | +226.7% | -66.4% | +161.5% |
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