+171.1%
SO vs EQX
+226.7%
-55.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.1% | +4.4% | -0.4% |
| 7D | -1.1% | -7.0% | +5.9% | -0.8% |
| 30D | -3.7% | +4.8% | -8.6% | -4.0% |
| 3M | -5.9% | +25.6% | -31.5% | -7.1% |
| 6M | -7.3% | -25.8% | +18.5% | -6.3% |
| YTD | +3.1% | -12.7% | +15.8% | +3.1% |
| 1Y | -1.0% | +14.1% | -15.1% | -2.6% |
| 3Y | +43.2% | +165.7% | -122.5% | +32.3% |
| 5Y | +59.1% | +81.2% | -22.1% | +46.5% |
| All | +171.1% | +226.7% | -55.6% | +152.1% |
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