+3,667.9%
STRL vs EFX
+80.5%
+3,587.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.2% |
| 7D | +15.7% | -0.8% | +16.4% | +15.9% |
| 30D | -35.5% | +25.1% | -60.6% | -40.1% |
| 3M | -47.1% | +1.7% | -48.8% | -48.3% |
| 6M | -65.8% | +18.4% | -84.1% | -69.1% |
| YTD | -4.5% | -12.5% | +8.0% | -5.1% |
| 1Y | -10.5% | -8.1% | -2.4% | -12.9% |
| 3Y | +340.6% | +4.8% | +335.8% | +294.7% |
| 5Y | +911.0% | -30.1% | +941.2% | +943.1% |
| All | +3,667.9% | +80.5% | +3,587.4% | +2,526.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling