-25.9%
STRL vs EQH
+18.6%
-44.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +1.6% | -23.0% | -22.1% |
| 7D | -27.1% | +2.8% | -29.9% | -28.0% |
| 30D | -45.8% | +3.9% | -49.7% | -46.7% |
| 3M | -47.6% | +16.3% | -63.9% | -51.2% |
| 6M | -46.4% | +37.1% | -83.5% | -54.2% |
| YTD | -7.4% | +20.2% | -27.6% | -22.0% |
| 1Y | -25.9% | +17.9% | -43.8% | -37.8% |
| All | -25.9% | +18.6% | -44.5% | -37.8% |
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