+45.4%
SMR vs EQX
+168.9%
-123.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.6% | -17.3% | -16.4% |
| 7D | -11.2% | -3.2% | -8.0% | -10.2% |
| 30D | -10.2% | +7.8% | -18.0% | -13.4% |
| 3M | -10.0% | +21.3% | -31.4% | -17.8% |
| 6M | -30.5% | -22.4% | -8.0% | -24.4% |
| YTD | -39.2% | -11.3% | -27.9% | -37.4% |
| 1Y | -75.5% | +13.5% | -89.0% | -76.8% |
| 3Y | +45.4% | +162.1% | -116.7% | -4.8% |
| All | +45.4% | +168.9% | -123.5% | -4.8% |
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