-35.2%
EFX vs STZ
-36.5%
+1.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.6% | +2.6% | -1.1% |
| 7D | -7.8% | -7.4% | -0.4% | -5.3% |
| 30D | -5.7% | -10.9% | +5.2% | -1.9% |
| 3M | +2.5% | -13.4% | +15.9% | +7.6% |
| 6M | -16.7% | -16.2% | -0.5% | -12.1% |
| YTD | -20.2% | -10.4% | -9.7% | -19.1% |
| 1Y | -31.4% | -14.8% | -16.6% | -29.2% |
| 3Y | -10.5% | -50.1% | +39.6% | +14.1% |
| 5Y | -35.2% | -38.8% | +3.6% | -26.6% |
| All | -35.2% | -36.5% | +1.3% | -26.6% |
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