+100.5%
SIMO vs EQX
+7.1%
+93.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +12.8% | -22.4% | -11.4% |
| 7D | -16.9% | +7.6% | -24.5% | -17.9% |
| 30D | -35.4% | +0.4% | -35.8% | -35.3% |
| 3M | -31.9% | +18.0% | -49.9% | -33.0% |
| 6M | -19.3% | -18.4% | -1.0% | -19.9% |
| YTD | +98.5% | -19.3% | +117.8% | +95.8% |
| 1Y | +100.5% | +9.2% | +91.3% | +82.9% |
| All | +100.5% | +7.1% | +93.5% | +82.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling