+77.2%
SPYM vs EQX
+168.9%
-91.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.7% |
| 7D | -0.8% | -3.2% | +2.4% | -0.6% |
| 30D | -1.1% | +7.8% | -8.8% | -1.7% |
| 3M | +3.9% | +21.3% | -17.5% | +2.3% |
| 6M | +13.6% | -22.4% | +36.0% | +14.5% |
| YTD | +12.7% | -11.3% | +24.0% | +12.5% |
| 1Y | +17.6% | +13.5% | +4.1% | +15.4% |
| 3Y | +77.2% | +162.1% | -84.9% | +64.0% |
| All | +77.2% | +168.9% | -91.7% | +64.0% |
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