+1,306.6%
AAPL vs STRL
+3,927.3%
-2,620.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +5.0% | -19.8% | +24.8% | +6.8% |
| 30D | +3.5% | -43.6% | +47.1% | +9.3% |
| 3M | +13.1% | -45.2% | +58.3% | +19.2% |
| 6M | +19.0% | -65.7% | +84.8% | +30.8% |
| YTD | +28.5% | -5.4% | +34.0% | +19.7% |
| 1Y | +29.7% | -24.7% | +54.4% | +24.2% |
| 3Y | +89.2% | +335.0% | -245.8% | +31.4% |
| 5Y | +141.2% | +915.3% | -774.1% | +41.1% |
| 10Y | +1,306.6% | +3,877.5% | -2,570.9% | +573.8% |
| All | +1,306.6% | +3,927.3% | -2,620.6% | +573.8% |
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