+4,252.4%
STRL vs EQX
+226.7%
+4,025.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.1% | +3.0% | -1.4% |
| 7D | +5.4% | -7.0% | +12.4% | +6.4% |
| 30D | -9.0% | +4.8% | -13.8% | -9.8% |
| 3M | -37.1% | +25.6% | -62.7% | -39.2% |
| 6M | +17.8% | -25.8% | +43.7% | +21.1% |
| YTD | +58.3% | -12.7% | +71.1% | +59.4% |
| 1Y | +61.0% | +14.1% | +46.9% | +57.4% |
| 3Y | +517.8% | +165.7% | +352.1% | +445.8% |
| 5Y | +2,119.0% | +81.2% | +2,037.8% | +1,856.4% |
| All | +4,252.4% | +226.7% | +4,025.7% | +4,221.7% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling