+233.5%
SPOT vs EQX
+168.9%
+64.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | +0.6% |
| 7D | -3.1% | -3.2% | +0.1% | -2.7% |
| 30D | +7.4% | +7.8% | -0.4% | +6.2% |
| 3M | +8.2% | +21.3% | -13.2% | +5.1% |
| 6M | +2.2% | -22.4% | +24.6% | +4.6% |
| YTD | -9.5% | -11.3% | +1.8% | -9.5% |
| 1Y | -23.8% | +13.5% | -37.3% | -26.6% |
| 3Y | +233.5% | +162.1% | +71.3% | +189.0% |
| All | +233.5% | +168.9% | +64.5% | +189.0% |
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