+100.8%
XLP vs EQX
+226.7%
-125.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.1% | +5.1% | +0.2% |
| 7D | -2.5% | -7.0% | +4.5% | -2.3% |
| 30D | -1.9% | +4.8% | -6.7% | -2.1% |
| 3M | -2.1% | +25.6% | -27.8% | -3.1% |
| 6M | -1.8% | -25.8% | +24.0% | -1.0% |
| YTD | +8.3% | -12.7% | +21.1% | +8.3% |
| 1Y | +6.8% | +14.1% | -7.2% | +5.5% |
| 3Y | +25.7% | +165.7% | -140.0% | +18.1% |
| 5Y | +31.9% | +81.2% | -49.3% | +23.5% |
| All | +100.8% | +226.7% | -125.9% | +98.7% |
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