-8.9%
SRE vs EQX
-23.6%
+14.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.7% |
| 7D | -0.8% | -3.2% | +2.4% | -0.9% |
| 30D | -3.0% | +7.8% | -10.8% | -2.8% |
| 3M | -8.3% | +21.3% | -29.6% | -8.0% |
| 6M | -8.9% | -22.4% | +13.5% | -7.7% |
| All | -8.9% | -23.6% | +14.7% | -7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling