+547.2%
XLK vs EQX
+232.0%
+315.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.2% |
| 7D | +0.2% | -3.2% | +3.4% | +0.5% |
| 30D | -0.6% | +7.8% | -8.4% | -1.5% |
| 3M | +2.6% | +21.3% | -18.8% | +0.4% |
| 6M | +34.0% | -22.4% | +56.4% | +35.8% |
| YTD | +30.7% | -11.3% | +42.0% | +30.5% |
| 1Y | +39.2% | +13.5% | +25.7% | +35.7% |
| 3Y | +120.4% | +162.1% | -41.7% | +96.4% |
| 5Y | +148.8% | +84.2% | +64.6% | +118.9% |
| All | +547.2% | +232.0% | +315.1% | +608.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling