+251.1%
EQX vs STLA
-29.6%
+280.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.5% | +2.0% |
| 7D | +1.7% | +0.4% | +1.4% | +1.7% |
| 30D | +11.1% | -5.2% | +16.3% | +12.1% |
| 3M | +23.1% | -24.9% | +48.0% | +29.2% |
| 6M | -21.8% | -25.2% | +3.3% | -17.8% |
| YTD | -8.1% | -51.4% | +43.3% | +2.5% |
| 1Y | +29.7% | -40.7% | +70.4% | +38.1% |
| 3Y | +179.9% | -66.3% | +246.2% | +224.4% |
| 5Y | +82.5% | -63.2% | +145.8% | +98.8% |
| All | +251.1% | -29.6% | +280.7% | +345.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling