+942.9%
STRL vs EQIX
+51.6%
+891.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -1.0% |
| 7D | +23.4% | +7.6% | +15.9% | +18.7% |
| 30D | -39.5% | +5.2% | -44.7% | -41.1% |
| 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% | -17.2% |
| 1Y | -20.8% | +34.7% | -55.5% | -31.4% |
| 3Y | +353.1% | +49.0% | +304.1% | +280.8% |
| 5Y | +942.9% | +52.8% | +890.0% | +712.1% |
| All | +942.9% | +51.6% | +891.3% | +712.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling