-25.9%
STRL vs EQX
+7.1%
-32.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +12.8% | -34.3% | -25.0% |
| 7D | -27.1% | +7.6% | -34.7% | -29.1% |
| 30D | -45.8% | +0.4% | -46.2% | -46.0% |
| 3M | -47.6% | +18.0% | -65.6% | -51.2% |
| 6M | -46.4% | -18.4% | -28.1% | -44.5% |
| YTD | -7.4% | -19.3% | +12.0% | -5.5% |
| 1Y | -25.9% | +9.2% | -35.1% | -35.6% |
| All | -25.9% | +7.1% | -32.9% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 1y: compounded portfolio wealth divided by compounded EQX 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…
1y analysis · Full analysis span regression · 6 months rolling