-52.6%
STLA vs EQH
+18.6%
-71.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.2% | +3.5% |
| 7D | -0.6% | +2.8% | -3.4% | -1.2% |
| 30D | +3.6% | +3.9% | -0.4% | +2.8% |
| 3M | -20.6% | +16.3% | -37.0% | -22.6% |
| 6M | -34.3% | +37.1% | -71.4% | -37.7% |
| YTD | -57.3% | +20.2% | -77.5% | -58.7% |
| 1Y | -52.6% | +17.9% | -70.6% | -54.1% |
| All | -52.6% | +18.6% | -71.3% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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