+7,301.3%
STRL vs EQIX
+240.6%
+7,060.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +8.2% | +2.3% | +5.9% | +7.2% |
| 30D | -6.3% | +0.4% | -6.8% | -6.4% |
| 3M | -41.2% | -1.1% | -40.1% | -40.8% |
| 6M | +20.4% | +11.5% | +8.9% | +15.9% |
| YTD | +61.7% | +38.2% | +23.5% | +42.9% |
| 1Y | +72.7% | +36.7% | +36.0% | +53.6% |
| 3Y | +530.9% | +44.1% | +486.8% | +455.7% |
| 5Y | +2,125.4% | +34.8% | +2,090.6% | +1,846.6% |
| 10Y | +7,301.3% | +248.8% | +7,052.6% | +5,152.8% |
| All | +7,301.3% | +240.6% | +7,060.7% | +5,152.8% |
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