+49.5%
EQT vs STRL
+6,846.4%
-6,796.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.9% |
| 7D | -1.2% | +5.4% | -6.6% | -2.1% |
| 30D | +1.1% | -9.0% | +10.1% | +2.3% |
| 3M | +4.8% | -37.1% | +41.8% | +11.4% |
| 6M | -10.6% | +17.8% | -28.4% | -19.1% |
| YTD | +3.4% | +58.3% | -54.9% | -12.7% |
| 1Y | +8.7% | +61.0% | -52.3% | -10.2% |
| 3Y | +35.0% | +517.8% | -482.9% | -22.3% |
| 5Y | +204.2% | +2,119.0% | -1,914.8% | +25.3% |
| All | +49.5% | +6,846.4% | -6,796.9% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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