+109.0%
AAPL vs STRL
+2,093.0%
-1,984.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -1.5% |
| 7D | -2.7% | +10.1% | -12.8% | -3.6% |
| 30D | +1.0% | -8.2% | +9.2% | +1.6% |
| 3M | +5.0% | -43.7% | +48.6% | +10.1% |
| 6M | +23.0% | +27.1% | -4.1% | +14.0% |
| YTD | +16.6% | +64.0% | -47.4% | +3.9% |
| 1Y | +33.4% | +75.2% | -41.7% | +16.4% |
| 3Y | +79.9% | +539.9% | -460.0% | +19.1% |
| 5Y | +109.0% | +2,133.0% | -2,024.0% | -3.1% |
| All | +109.0% | +2,093.0% | -1,984.0% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling