-55.3%
STLA vs EQH
+226.5%
-281.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.3% | -2.1% |
| 7D | +0.7% | +5.4% | -4.7% | -2.3% |
| 30D | -2.4% | +1.0% | -3.4% | -3.1% |
| 3M | -23.9% | +26.7% | -50.6% | -33.9% |
| 6M | -24.6% | +34.4% | -59.0% | -37.3% |
| YTD | -50.5% | +11.5% | -62.0% | -54.8% |
| 1Y | -39.8% | +0.4% | -40.3% | -42.0% |
| 3Y | -65.6% | +96.5% | -162.1% | -77.9% |
| 5Y | -62.1% | +93.4% | -155.4% | -75.7% |
| All | -55.3% | +226.5% | -281.8% | -80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling