+885.2%
SIMO vs EQX
+232.0%
+653.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.6% | +5.6% | +7.1% |
| 7D | +11.0% | -3.2% | +14.2% | +11.4% |
| 30D | +17.9% | +7.8% | +10.1% | +17.0% |
| 3M | +3.9% | +21.3% | -17.4% | +1.8% |
| 6M | +131.0% | -22.4% | +153.4% | +133.6% |
| YTD | +209.3% | -11.3% | +220.6% | +207.9% |
| 1Y | +223.8% | +13.5% | +210.2% | +214.8% |
| 3Y | +479.2% | +162.1% | +317.1% | +415.7% |
| 5Y | +316.0% | +84.2% | +231.8% | +270.9% |
| All | +885.2% | +232.0% | +653.1% | +929.2% |
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