-1.6%
XLY vs EQX
+6.3%
-7.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | +1.2% | +10.8% | -9.6% | 0.0% |
| 30D | +5.3% | -0.9% | +6.2% | +5.1% |
| 3M | -0.6% | +9.5% | -10.1% | -1.8% |
| 6M | +0.1% | -16.8% | +16.8% | +0.8% |
| YTD | -0.9% | -19.3% | +18.5% | -0.2% |
| 1Y | -1.6% | +6.9% | -8.5% | -2.2% |
| All | -1.6% | +6.3% | -7.9% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling