+123.8%
STX vs EQX
+7.1%
+116.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +12.8% | -20.9% | -10.2% |
| 7D | -20.2% | +7.6% | -27.8% | -21.3% |
| 30D | -37.2% | +0.4% | -37.6% | -37.2% |
| 3M | -34.1% | +18.0% | -52.0% | -37.5% |
| 6M | -24.5% | -18.4% | -6.1% | -23.6% |
| YTD | +102.9% | -19.3% | +122.3% | +100.4% |
| 1Y | +123.8% | +9.2% | +114.6% | +76.2% |
| All | +123.8% | +7.1% | +116.7% | +76.2% |
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