+1.5%
SMR vs EQX
+71.8%
-70.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.1% | -0.5% | -4.0% |
| 7D | +4.7% | -7.0% | +11.7% | +7.1% |
| 30D | +3.2% | +4.8% | -1.6% | +1.6% |
| 3M | +9.9% | +25.6% | -15.7% | +2.1% |
| 6M | -15.1% | -25.8% | +10.7% | -8.2% |
| YTD | -27.9% | -12.7% | -15.2% | -25.5% |
| 1Y | -70.2% | +14.1% | -84.3% | -71.2% |
| 3Y | +72.5% | +165.7% | -93.3% | +32.6% |
| All | +1.5% | +71.8% | -70.3% | -17.8% |
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 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