+354.5%
STRL vs EQIX
+50.3%
+304.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -1.1% |
| 7D | +23.4% | +7.6% | +15.9% | +16.9% |
| 30D | -39.5% | +5.2% | -44.7% | -41.7% |
| 3M | -45.1% | +0.8% | -45.9% | -45.1% |
| 6M | -64.6% | +0.2% | -64.8% | -64.5% |
| YTD | -1.5% | +42.2% | -43.7% | -23.1% |
| 1Y | -20.8% | +34.7% | -55.5% | -35.4% |
| All | +354.5% | +50.3% | +304.2% | +281.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling