+128.5%
SW vs EQX
+238.5%
-109.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -3.3% |
| 7D | -2.6% | +3.8% | -6.4% | -2.9% |
| 30D | -7.5% | +9.4% | -16.9% | -8.3% |
| 3M | +10.3% | +16.8% | -6.6% | +8.6% |
| 6M | +5.4% | -23.7% | +29.1% | +6.9% |
| YTD | +17.9% | -9.6% | +27.4% | +17.7% |
| 1Y | -2.4% | +29.1% | -31.5% | -5.4% |
| 3Y | +28.7% | +175.3% | -146.6% | +16.0% |
| 5Y | -5.7% | +77.3% | -83.0% | -15.7% |
| All | +128.5% | +238.5% | -109.9% | +109.3% |
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