-2.6%
SW vs EQX
+47.6%
-50.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.1% | -1.1% |
| 7D | +2.3% | +18.8% | -16.4% | +0.7% |
| 30D | +6.8% | +5.2% | +1.6% | +6.1% |
| 3M | -5.2% | +7.5% | -12.7% | -6.1% |
| 6M | +7.4% | -19.6% | +27.0% | +8.6% |
| YTD | +17.4% | -17.6% | +35.0% | +17.8% |
| 1Y | +27.1% | +1.4% | +25.7% | +25.6% |
| 3Y | +47.9% | +139.0% | -91.1% | +35.2% |
| All | -2.6% | +47.6% | -50.1% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling