+3,786.6%
STRL vs EQIX
+300.0%
+3,486.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.9% |
| 7D | +23.4% | +7.6% | +15.9% | +19.8% |
| 30D | -39.5% | +5.2% | -44.7% | -40.7% |
| 3M | -45.1% | +0.8% | -45.9% | -45.0% |
| 6M | -64.6% | +0.2% | -64.8% | -64.4% |
| YTD | -1.5% | +42.2% | -43.7% | -13.8% |
| 1Y | -20.8% | +34.7% | -55.5% | -29.0% |
| 3Y | +353.1% | +49.0% | +304.1% | +294.7% |
| 5Y | +942.9% | +52.8% | +890.0% | +780.0% |
| All | +3,786.6% | +300.0% | +3,486.6% | +2,547.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 10y: compounded portfolio wealth divided by compounded EQIX 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…
10y analysis · Full analysis span regression · 6 months rolling