+2,133.0%
STRL vs EFX
-35.1%
+2,168.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.1% | +6.3% | +3.9% |
| 7D | +10.1% | -7.8% | +17.9% | +11.8% |
| 30D | -8.2% | -5.7% | -2.5% | -7.5% |
| 3M | -43.7% | +2.5% | -46.2% | -45.5% |
| 6M | +27.1% | -16.7% | +43.8% | +31.1% |
| YTD | +64.0% | -20.2% | +84.2% | +70.4% |
| 1Y | +75.2% | -31.4% | +106.5% | +92.8% |
| 3Y | +539.9% | -10.5% | +550.4% | +512.9% |
| 5Y | +2,133.0% | -35.2% | +2,168.2% | +2,363.1% |
| All | +2,133.0% | -35.1% | +2,168.1% | +2,363.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling