+11,482.4%
STRL vs EFX
+5,599.8%
+5,882.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -19.8% | +0.3% | -20.1% | -20.1% |
| 30D | -43.6% | +29.1% | -72.7% | -48.0% |
| 3M | -45.2% | +4.3% | -49.5% | -46.9% |
| 6M | -65.7% | +7.7% | -73.5% | -67.9% |
| YTD | -5.4% | -12.5% | +7.0% | -7.0% |
| 1Y | -24.7% | -8.8% | -15.9% | -26.9% |
| 3Y | +335.0% | +4.3% | +330.7% | +299.0% |
| 5Y | +915.3% | -29.4% | +944.7% | +929.4% |
| 10Y | +3,877.5% | +78.1% | +3,799.4% | +2,894.4% |
| All | +11,482.4% | +5,599.8% | +5,882.6% | +5,178.0% |
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