+539.9%
STRL vs EQIX
+43.2%
+496.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +2.9% |
| 7D | +10.1% | +1.3% | +8.8% | +9.0% |
| 30D | -8.2% | +0.3% | -8.5% | -8.3% |
| 3M | -43.7% | -1.6% | -42.1% | -43.0% |
| 6M | +27.1% | +12.2% | +14.9% | +18.1% |
| YTD | +64.0% | +38.0% | +26.0% | +31.2% |
| 1Y | +75.2% | +38.9% | +36.2% | +39.6% |
| 3Y | +539.9% | +43.8% | +496.1% | +438.8% |
| All | +539.9% | +43.2% | +496.7% | +438.8% |
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 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