+125.0%
SU vs EQX
+168.9%
-43.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.8% | -0.2% |
| 7D | +2.2% | -3.2% | +5.4% | +2.3% |
| 30D | +8.4% | +7.8% | +0.7% | +8.0% |
| 3M | +12.1% | +21.3% | -9.2% | +10.9% |
| 6M | +19.7% | -22.4% | +42.1% | +21.3% |
| YTD | +58.4% | -11.3% | +69.7% | +58.0% |
| 1Y | +67.2% | +13.5% | +53.7% | +62.4% |
| 3Y | +125.0% | +162.1% | -37.1% | +96.6% |
| All | +125.0% | +168.9% | -43.9% | +96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling