-67.2%
STLA vs EQH
+97.5%
-164.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.7% |
| 7D | -3.8% | -1.8% | -2.1% | -3.0% |
| 30D | -3.1% | +2.4% | -5.6% | -4.3% |
| 3M | -19.6% | +26.3% | -45.9% | -29.0% |
| 6M | -23.5% | +35.8% | -59.3% | -35.5% |
| YTD | -51.5% | +12.7% | -64.2% | -55.2% |
| 1Y | -39.7% | +2.5% | -42.1% | -41.2% |
| All | -67.2% | +97.5% | -164.6% | -77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling