+68.5%
STRL vs EFX
-25.2%
+93.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -6.4% | +12.1% | +2.6% |
| 7D | +3.4% | -8.6% | +12.0% | -0.9% |
| 30D | -9.2% | +0.1% | -9.4% | -8.7% |
| 3M | -51.0% | +3.8% | -54.9% | -48.9% |
| 6M | +15.8% | -13.5% | +29.3% | +20.8% |
| YTD | +58.9% | -17.7% | +76.5% | +67.2% |
| 1Y | +68.5% | -25.6% | +94.1% | +76.7% |
| All | +68.5% | -25.2% | +93.8% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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