+83.1%
SPY vs EQX
+83.7%
-0.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.8% | +0.7% |
| 7D | -0.8% | -3.2% | +2.4% | -0.5% |
| 30D | -1.1% | +7.8% | -8.8% | -1.8% |
| 3M | +3.9% | +21.3% | -17.5% | +2.0% |
| 6M | +13.6% | -22.4% | +36.0% | +15.0% |
| YTD | +12.7% | -11.3% | +24.0% | +12.4% |
| 1Y | +17.5% | +13.5% | +4.0% | +14.7% |
| 3Y | +76.9% | +162.1% | -85.2% | +57.7% |
| All | +83.1% | +83.7% | -0.5% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling