+2,678.8%
STX vs EQX
+232.0%
+2,446.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.6% | -5.4% | -3.9% |
| 7D | -2.3% | -3.2% | +1.0% | -2.0% |
| 30D | -5.5% | +7.8% | -13.2% | -6.3% |
| 3M | -4.3% | +21.3% | -25.6% | -6.3% |
| 6M | +115.6% | -22.4% | +138.0% | +118.0% |
| YTD | +202.2% | -11.3% | +213.5% | +201.5% |
| 1Y | +325.3% | +13.5% | +311.8% | +316.3% |
| 3Y | +1,283.9% | +162.1% | +1,121.8% | +1,162.9% |
| 5Y | +1,048.3% | +84.2% | +964.1% | +925.6% |
| All | +2,678.8% | +232.0% | +2,446.8% | +2,884.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling