+325.3%
STX vs EQX
+17.2%
+308.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.6% | -5.4% | -4.1% |
| 7D | -2.3% | -3.2% | +1.0% | -1.7% |
| 30D | -5.5% | +7.8% | -13.2% | -7.4% |
| 3M | -4.3% | +21.3% | -25.6% | -9.5% |
| 6M | +115.6% | -22.4% | +138.0% | +118.7% |
| YTD | +202.2% | -11.3% | +213.5% | +195.2% |
| 1Y | +325.3% | +13.5% | +311.8% | +288.9% |
| All | +325.3% | +17.2% | +308.0% | +288.9% |
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