+2,786.5%
STX vs EQX
+226.7%
+2,559.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.1% | +2.4% | -2.2% |
| 7D | +8.0% | -7.0% | +15.0% | +8.6% |
| 30D | +5.1% | +4.8% | +0.3% | +4.4% |
| 3M | +5.8% | +25.6% | -19.9% | +3.3% |
| 6M | +124.9% | -25.8% | +150.8% | +128.2% |
| YTD | +213.9% | -12.7% | +226.6% | +213.7% |
| 1Y | +350.4% | +14.1% | +336.3% | +340.9% |
| 3Y | +1,314.2% | +165.7% | +1,148.5% | +1,189.9% |
| 5Y | +1,092.8% | +81.2% | +1,011.6% | +966.9% |
| All | +2,786.5% | +226.7% | +2,559.8% | +3,004.8% |
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