-7.7%
SRE vs EQX
+7.1%
-14.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +12.8% | -15.7% | -2.7% |
| 7D | -2.1% | +7.6% | -9.7% | -1.9% |
| 30D | +6.1% | +0.4% | +5.6% | +6.2% |
| 3M | -3.5% | +18.0% | -21.5% | -3.5% |
| 6M | -10.8% | -18.4% | +7.6% | -10.2% |
| YTD | -4.0% | -19.3% | +15.3% | -3.3% |
| 1Y | -7.7% | +9.2% | -16.9% | -9.0% |
| All | -7.7% | +7.1% | -14.7% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling