+4,487.4%
STRL vs EQX
+232.0%
+4,255.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.6% | +3.8% | +5.2% |
| 7D | +5.0% | -3.2% | +8.2% | +5.5% |
| 30D | -6.9% | +7.8% | -14.7% | -8.0% |
| 3M | -39.1% | +21.3% | -60.4% | -40.9% |
| 6M | +21.5% | -22.4% | +43.9% | +24.2% |
| YTD | +66.9% | -11.3% | +78.2% | +67.6% |
| 1Y | +61.6% | +13.5% | +48.1% | +58.0% |
| 3Y | +560.0% | +162.1% | +397.9% | +483.4% |
| 5Y | +2,238.9% | +84.2% | +2,154.7% | +1,957.7% |
| All | +4,487.4% | +232.0% | +4,255.4% | +4,445.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling