-29.4%
EFX vs STZ
-27.8%
-1.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.3% | +5.3% | -5.1% | -1.7% |
| 30D | +29.1% | +19.6% | +9.5% | +21.1% |
| 3M | +4.3% | +10.0% | -5.7% | +0.6% |
| 6M | +7.7% | -0.3% | +8.0% | +7.2% |
| YTD | -12.5% | +8.6% | -21.0% | -17.2% |
| 1Y | -8.8% | +16.6% | -25.4% | -16.5% |
| 3Y | +4.3% | -34.8% | +39.1% | +19.0% |
| 5Y | -29.4% | -27.8% | -1.5% | -25.9% |
| All | -29.4% | -27.8% | -1.5% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling