+2,119.0%
STRL vs EQH
+94.3%
+2,024.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.7% |
| 7D | +5.4% | -1.8% | +7.2% | +6.4% |
| 30D | -9.0% | +2.4% | -11.4% | -10.6% |
| 3M | -37.1% | +26.3% | -63.4% | -46.2% |
| 6M | +17.8% | +35.8% | -18.0% | -3.8% |
| YTD | +58.3% | +12.7% | +45.7% | +43.3% |
| 1Y | +61.0% | +2.5% | +58.6% | +54.0% |
| 3Y | +517.8% | +98.6% | +419.2% | +296.9% |
| 5Y | +2,119.0% | +101.7% | +2,017.3% | +1,214.6% |
| All | +2,119.0% | +94.3% | +2,024.7% | +1,214.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling