+282.9%
SMH vs EQX
+168.9%
+114.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.2% | +1.2% |
| 7D | +0.3% | -3.2% | +3.5% | +0.7% |
| 30D | -2.8% | +7.8% | -10.5% | -4.0% |
| 3M | -6.7% | +21.3% | -28.1% | -9.8% |
| 6M | +41.8% | -22.4% | +64.2% | +44.2% |
| YTD | +57.9% | -11.3% | +69.2% | +57.3% |
| 1Y | +87.6% | +13.5% | +74.1% | +81.0% |
| 3Y | +282.9% | +162.1% | +120.8% | +236.7% |
| All | +282.9% | +168.9% | +114.0% | +236.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling