+61.6%
STRL vs EQH
+3.9%
+57.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.4% | +4.0% | +4.8% |
| 7D | +5.0% | +0.7% | +4.3% | +4.7% |
| 30D | -6.9% | +2.8% | -9.7% | -8.3% |
| 3M | -39.1% | +23.1% | -62.1% | -45.8% |
| 6M | +21.5% | +41.4% | -19.9% | +2.7% |
| YTD | +66.9% | +14.3% | +52.6% | +47.2% |
| 1Y | +61.6% | +1.6% | +60.0% | +59.3% |
| All | +61.6% | +3.9% | +57.8% | +59.3% |
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