+3,733.6%
STRL vs EQH
+226.5%
+3,507.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.7% | +5.0% | +4.2% |
| 7D | +10.1% | +5.4% | +4.7% | +6.5% |
| 30D | -8.2% | +1.0% | -9.2% | -9.1% |
| 3M | -43.7% | +26.7% | -70.4% | -51.7% |
| 6M | +27.1% | +34.4% | -7.3% | +5.3% |
| YTD | +64.0% | +11.5% | +52.5% | +50.1% |
| 1Y | +75.2% | +0.4% | +74.8% | +69.7% |
| 3Y | +539.9% | +96.5% | +443.4% | +316.6% |
| 5Y | +2,133.0% | +93.4% | +2,039.6% | +1,329.1% |
| All | +3,733.6% | +226.5% | +3,507.1% | +1,722.5% |
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