-25.6%
EFX vs STZ
-10.2%
-15.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.7% | -6.3% |
| 7D | -8.6% | -1.9% | -6.7% | -8.4% |
| 30D | +0.1% | -1.9% | +2.0% | +0.5% |
| 3M | +3.8% | -6.2% | +10.1% | +4.7% |
| 6M | -13.5% | -14.0% | +0.5% | -13.0% |
| YTD | -17.7% | -5.1% | -12.5% | -20.1% |
| 1Y | -25.6% | -9.6% | -16.0% | -28.3% |
| All | -25.6% | -10.2% | -15.4% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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