+365.4%
STX vs EQX
+42.9%
+322.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.4% | +8.7% | +6.8% |
| 7D | +2.4% | -1.4% | +3.7% | +2.5% |
| 30D | +1.4% | +24.4% | -23.0% | -4.0% |
| 3M | -8.2% | +11.6% | -19.8% | -11.7% |
| 6M | +127.0% | -25.0% | +152.0% | +131.4% |
| YTD | +209.1% | -8.4% | +217.5% | +200.6% |
| 1Y | +365.4% | +43.4% | +322.0% | +316.6% |
| All | +365.4% | +42.9% | +322.5% | +316.6% |
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