+68.5%
STRL vs EQX
+42.9%
+25.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.4% | +8.1% | +6.5% |
| 7D | +3.4% | -1.4% | +4.8% | +3.7% |
| 30D | -9.2% | +24.4% | -33.6% | -16.2% |
| 3M | -51.0% | +11.6% | -62.7% | -53.5% |
| 6M | +15.8% | -25.0% | +40.8% | +21.1% |
| YTD | +58.9% | -8.4% | +67.2% | +56.4% |
| 1Y | +68.5% | +43.4% | +25.1% | +45.1% |
| All | +68.5% | +42.9% | +25.6% | +45.1% |
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