+47.9%
SW vs EQX
+138.0%
-90.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.1% | -1.2% |
| 7D | +2.3% | +18.8% | -16.4% | 0.0% |
| 30D | +6.8% | +5.2% | +1.6% | +5.8% |
| 3M | -5.2% | +7.5% | -12.7% | -6.5% |
| 6M | +7.4% | -19.6% | +27.0% | +9.0% |
| YTD | +17.4% | -17.6% | +35.0% | +17.9% |
| 1Y | +27.1% | +1.4% | +25.7% | +24.7% |
| 3Y | +47.9% | +139.0% | -91.1% | +26.2% |
| All | +47.9% | +138.0% | -90.2% | +26.2% |
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 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