+204.2%
EQT vs STRL
+2,049.2%
-1,845.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.9% |
| 7D | -1.2% | +5.4% | -6.6% | -1.8% |
| 30D | +1.1% | -9.0% | +10.1% | +2.0% |
| 3M | +4.8% | -37.1% | +41.8% | +9.8% |
| 6M | -10.6% | +17.8% | -28.4% | -17.9% |
| YTD | +3.4% | +58.3% | -54.9% | -10.9% |
| 1Y | +8.7% | +61.0% | -52.3% | -8.5% |
| 3Y | +35.0% | +517.8% | -482.9% | -20.8% |
| 5Y | +204.2% | +2,119.0% | -1,914.8% | +4.9% |
| All | +204.2% | +2,049.2% | -1,845.0% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling