+43.4%
EQX vs STLA
-38.0%
+81.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.6% | -2.5% |
| 7D | -1.4% | +2.6% | -4.0% | -1.7% |
| 30D | +24.4% | -1.2% | +25.6% | +24.2% |
| 3M | +11.6% | -24.8% | +36.4% | +14.5% |
| 6M | -25.0% | -25.6% | +0.6% | -23.7% |
| YTD | -8.4% | -48.9% | +40.6% | -8.2% |
| 1Y | +43.4% | -38.8% | +82.2% | +42.9% |
| All | +43.4% | -38.0% | +81.4% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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