+1,367.3%
AAPL vs STRL
+3,697.3%
-2,329.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.4% | +0.7% |
| 7D | +4.1% | +15.7% | -11.5% | +2.4% |
| 30D | +4.0% | -35.5% | +39.4% | +8.1% |
| 3M | +16.8% | -47.1% | +63.9% | +23.7% |
| 6M | +19.4% | -65.8% | +85.2% | +31.3% |
| YTD | +31.5% | -4.5% | +36.0% | +22.3% |
| 1Y | +31.0% | -10.5% | +41.5% | +22.6% |
| 3Y | +95.3% | +340.6% | -245.3% | +35.3% |
| 5Y | +143.4% | +911.0% | -767.7% | +42.3% |
| All | +1,367.3% | +3,697.3% | -2,329.9% | +598.3% |
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