+68.5%
STRL vs APA
+94.6%
-26.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.2% | +8.9% | +4.9% |
| 7D | +3.4% | +0.5% | +2.9% | +3.6% |
| 30D | -9.2% | +23.4% | -32.6% | -3.7% |
| 3M | -51.0% | +12.7% | -63.7% | -49.1% |
| 6M | +15.8% | +39.4% | -23.6% | +22.9% |
| YTD | +58.9% | +79.0% | -20.1% | +74.2% |
| 1Y | +68.5% | +88.8% | -20.3% | +87.1% |
| All | +68.5% | +94.6% | -26.1% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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