+300.1%
STM vs EQX
+244.1%
+56.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.1% |
| 7D | +1.7% | +1.7% | -0.1% | +1.4% |
| 30D | -5.2% | +11.1% | -16.2% | -6.8% |
| 3M | -29.6% | +23.1% | -52.7% | -32.0% |
| 6M | +54.4% | -21.8% | +76.2% | +57.9% |
| YTD | +99.5% | -8.1% | +107.6% | +98.9% |
| 1Y | +100.8% | +29.7% | +71.1% | +90.1% |
| 3Y | +20.2% | +179.9% | -159.7% | -1.4% |
| 5Y | +21.1% | +82.5% | -61.4% | -1.1% |
| All | +300.1% | +244.1% | +56.0% | +370.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling