+75.2%
STRL vs APA
+96.0%
-20.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.4% | +3.7% |
| 7D | +10.1% | -1.7% | +11.8% | +9.6% |
| 30D | -8.2% | +15.7% | -23.9% | -4.2% |
| 3M | -43.7% | +16.5% | -60.1% | -40.9% |
| 6M | +27.1% | +35.1% | -8.0% | +34.9% |
| YTD | +64.0% | +82.2% | -18.2% | +81.4% |
| 1Y | +75.2% | +102.5% | -27.3% | +98.8% |
| All | +75.2% | +96.0% | -20.8% | +98.8% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling