+127.3%
SW vs EQX
+189.2%
-61.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | -0.4% |
| 7D | -2.6% | -4.3% | +1.7% | -2.2% |
| 30D | +7.2% | -3.6% | +10.8% | +7.3% |
| 3M | -10.5% | -7.2% | -3.3% | -10.2% |
| 6M | +9.9% | -27.1% | +37.0% | +12.0% |
| YTD | +17.2% | -22.8% | +40.0% | +18.3% |
| 1Y | +26.5% | -12.5% | +39.0% | +26.4% |
| 3Y | +47.7% | +137.8% | -90.2% | +34.8% |
| 5Y | +0.2% | +28.6% | -28.4% | -8.3% |
| All | +127.3% | +189.2% | -61.9% | +110.4% |
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