+19,359.6%
STRL vs EFX
+5,261.3%
+14,098.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -6.4% | +12.1% | +7.5% |
| 7D | +3.4% | -8.6% | +12.0% | +5.9% |
| 30D | -9.2% | +0.1% | -9.4% | -9.8% |
| 3M | -51.0% | +3.8% | -54.9% | -52.8% |
| 6M | +15.8% | -13.5% | +29.3% | +16.7% |
| YTD | +58.9% | -17.7% | +76.5% | +61.2% |
| 1Y | +68.5% | -25.6% | +94.1% | +75.6% |
| 3Y | +485.2% | -12.1% | +497.3% | +471.5% |
| 5Y | +2,005.1% | -33.8% | +2,038.9% | +2,102.1% |
| 10Y | +7,118.0% | +45.1% | +7,072.8% | +5,719.8% |
| All | +19,359.6% | +5,261.3% | +14,098.3% | +9,047.6% |
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 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