+227.5%
SU vs EQX
+232.0%
-4.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.8% | -0.3% |
| 7D | +2.2% | -3.2% | +5.4% | +2.6% |
| 30D | +8.4% | +7.8% | +0.7% | +7.2% |
| 3M | +12.1% | +21.3% | -9.2% | +8.7% |
| 6M | +19.7% | -22.4% | +42.1% | +21.8% |
| YTD | +58.4% | -11.3% | +69.7% | +57.0% |
| 1Y | +67.2% | +13.5% | +53.7% | +58.9% |
| 3Y | +125.0% | +162.1% | -37.1% | +80.5% |
| 5Y | +355.1% | +84.2% | +270.9% | +268.9% |
| All | +227.5% | +232.0% | -4.5% | +182.1% |
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