+4,344.8%
STRL vs EQX
+244.1%
+4,100.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.6% |
| 7D | +8.2% | +1.7% | +6.5% | +7.9% |
| 30D | -6.3% | +11.1% | -17.4% | -7.8% |
| 3M | -41.2% | +23.1% | -64.3% | -43.0% |
| 6M | +20.4% | -21.8% | +42.2% | +22.9% |
| YTD | +61.7% | -8.1% | +69.8% | +61.6% |
| 1Y | +72.7% | +29.7% | +43.0% | +66.4% |
| 3Y | +530.9% | +179.9% | +351.0% | +453.5% |
| 5Y | +2,125.4% | +82.5% | +2,042.9% | +1,854.8% |
| All | +4,344.8% | +244.1% | +4,100.7% | +4,283.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling