+3,307.9%
EQT vs STRL
+19,988.0%
-16,680.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -0.3% |
| 7D | -0.8% | +10.1% | -11.0% | -1.3% |
| 30D | +6.6% | -8.2% | +14.8% | +7.0% |
| 3M | +4.4% | -43.7% | +48.1% | +7.0% |
| 6M | -10.5% | +27.1% | -37.6% | -13.0% |
| YTD | +3.7% | +64.0% | -60.3% | -0.6% |
| 1Y | +9.9% | +75.2% | -65.3% | +4.5% |
| 3Y | +35.4% | +539.9% | -504.6% | +19.3% |
| 5Y | +189.2% | +2,133.0% | -1,943.8% | +139.0% |
| 10Y | +50.7% | +7,178.3% | -7,127.6% | +17.0% |
| All | +3,307.9% | +19,988.0% | -16,680.1% | +2,565.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling