+128.2%
SW vs EQX
+223.7%
-95.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.7% | -0.2% |
| 7D | +1.8% | +19.9% | -18.1% | +0.2% |
| 30D | +7.0% | +5.9% | +1.2% | +6.3% |
| 3M | -7.6% | +4.6% | -12.3% | -8.3% |
| 6M | +8.5% | -15.1% | +23.7% | +9.2% |
| YTD | +17.7% | -13.5% | +31.2% | +17.6% |
| 1Y | +27.1% | +3.7% | +23.4% | +25.2% |
| 3Y | +48.2% | +164.5% | -116.3% | +34.0% |
| 5Y | -2.3% | +53.3% | -55.6% | -11.9% |
| All | +128.2% | +223.7% | -95.6% | +109.2% |
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