+32.0%
XLP vs EQX
+83.7%
-51.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.3% |
| 7D | -1.4% | -3.2% | +1.8% | -1.3% |
| 30D | -2.0% | +7.8% | -9.8% | -2.3% |
| 3M | -1.5% | +21.3% | -22.9% | -2.3% |
| 6M | -0.2% | -22.4% | +22.2% | +0.6% |
| YTD | +8.7% | -11.3% | +20.0% | +8.7% |
| 1Y | +6.3% | +13.5% | -7.2% | +5.0% |
| 3Y | +25.1% | +162.1% | -137.1% | +16.7% |
| All | +32.0% | +83.7% | -51.6% | +22.8% |
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