+239.2%
STRL vs EFX
+7.5%
+231.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +3.4% |
| 7D | -26.9% | +2.7% | -29.6% | -26.9% |
| 30D | -52.7% | +33.1% | -85.8% | -53.0% |
| 3M | -52.8% | +8.2% | -61.0% | -52.9% |
| 6M | -71.5% | +10.2% | -81.6% | -71.9% |
| YTD | -17.4% | -11.8% | -5.6% | -13.4% |
| 1Y | -35.0% | -6.1% | -28.9% | -33.6% |
| 3Y | +239.2% | +7.5% | +231.7% | +260.6% |
| All | +239.2% | +7.5% | +231.8% | +260.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling