-10.5%
STRL vs EFX
-7.6%
-2.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -2.6% |
| 7D | +15.7% | -0.8% | +16.4% | +15.2% |
| 30D | -35.5% | +25.1% | -60.6% | -26.0% |
| 3M | -47.1% | +1.7% | -48.8% | -45.5% |
| 6M | -65.8% | +18.4% | -84.1% | -61.7% |
| YTD | -4.5% | -12.5% | +8.0% | +7.3% |
| 1Y | -10.5% | -8.1% | -2.4% | +0.2% |
| All | -10.5% | -7.6% | -2.8% | +0.2% |
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