+72.7%
STRL vs EFX
-32.8%
+105.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -2.4% |
| 7D | +8.2% | -9.4% | +17.6% | +3.4% |
| 30D | -6.3% | -6.9% | +0.6% | -8.9% |
| 3M | -41.2% | +0.1% | -41.3% | -40.0% |
| 6M | +20.4% | -17.3% | +37.7% | +22.7% |
| YTD | +61.7% | -21.8% | +83.5% | +66.4% |
| 1Y | +72.7% | -32.5% | +105.3% | +76.8% |
| All | +72.7% | -32.8% | +105.5% | +76.8% |
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