+45.0%
AAPL vs STRL
+68.3%
-23.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.4% | -3.7% | +1.6% |
| 7D | +3.8% | +5.0% | -1.2% | +3.7% |
| 30D | +9.9% | -6.9% | +16.8% | +10.1% |
| 3M | +12.5% | -39.1% | +51.5% | +14.5% |
| 6M | +27.6% | +21.5% | +6.1% | +21.5% |
| YTD | +22.6% | +66.9% | -44.3% | +13.6% |
| 1Y | +45.0% | +61.6% | -16.7% | +32.9% |
| All | +45.0% | +68.3% | -23.3% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling