+1,237.1%
AAPL vs STRL
+7,055.3%
-5,818.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | -3.0% | +8.2% | -11.2% | -3.9% |
| 30D | +2.3% | -6.3% | +8.6% | +2.8% |
| 3M | +8.6% | -41.2% | +49.8% | +14.1% |
| 6M | +21.6% | +20.4% | +1.2% | +13.2% |
| YTD | +16.3% | +61.7% | -45.4% | +3.3% |
| 1Y | +35.1% | +72.7% | -37.7% | +17.6% |
| 3Y | +79.4% | +530.9% | -451.6% | +21.7% |
| 5Y | +109.8% | +2,125.4% | -2,015.6% | +13.1% |
| 10Y | +1,237.1% | +7,301.3% | -6,064.3% | +466.7% |
| All | +1,237.1% | +7,055.3% | -5,818.3% | +466.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling