+283.1%
STT vs EQX
+232.0%
+51.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +1.0% |
| 7D | -0.4% | -3.2% | +2.8% | -0.2% |
| 30D | +1.7% | +7.8% | -6.0% | +1.1% |
| 3M | +17.9% | +21.3% | -3.4% | +16.0% |
| 6M | +55.3% | -22.4% | +77.7% | +57.0% |
| YTD | +52.7% | -11.3% | +64.0% | +52.4% |
| 1Y | +75.7% | +13.5% | +62.1% | +72.0% |
| 3Y | +197.9% | +162.1% | +35.8% | +169.8% |
| 5Y | +158.8% | +84.2% | +74.6% | +129.7% |
| All | +283.1% | +232.0% | +51.0% | +295.1% |
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