+10,012.8%
STRL vs EFX
+5,641.0%
+4,371.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +4.1% |
| 7D | -26.9% | +2.7% | -29.6% | -27.7% |
| 30D | -52.7% | +33.1% | -85.8% | -56.8% |
| 3M | -52.8% | +8.2% | -61.0% | -54.7% |
| 6M | -71.5% | +10.2% | -81.6% | -73.4% |
| YTD | -17.4% | -11.8% | -5.6% | -18.9% |
| 1Y | -35.0% | -6.1% | -28.9% | -37.4% |
| 3Y | +239.2% | +7.5% | +231.7% | +208.2% |
| 5Y | +830.2% | -30.7% | +860.9% | +848.8% |
| 10Y | +3,574.7% | +68.7% | +3,506.0% | +2,703.1% |
| All | +10,012.8% | +5,641.0% | +4,371.8% | +4,500.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling