-10.5%
EFX vs STZ
-50.3%
+39.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.6% | +2.6% | -1.6% |
| 7D | -7.8% | -7.4% | -0.4% | -6.0% |
| 30D | -5.7% | -10.9% | +5.2% | -2.9% |
| 3M | +2.5% | -13.4% | +15.9% | +6.2% |
| 6M | -16.7% | -16.2% | -0.5% | -13.4% |
| YTD | -20.2% | -10.4% | -9.7% | -19.7% |
| 1Y | -31.4% | -14.8% | -16.6% | -30.0% |
| 3Y | -10.5% | -50.1% | +39.6% | +5.1% |
| All | -10.5% | -50.3% | +39.8% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling