+7,282.2%
STRL vs APA
-3.2%
+7,285.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.2% | +8.9% | +6.5% |
| 7D | +3.4% | +0.5% | +2.9% | +3.2% |
| 30D | -9.2% | +23.4% | -32.6% | -13.9% |
| 3M | -51.0% | +12.7% | -63.7% | -52.8% |
| 6M | +15.8% | +39.4% | -23.6% | +4.0% |
| YTD | +58.9% | +79.0% | -20.1% | +33.1% |
| 1Y | +68.5% | +88.8% | -20.3% | +37.5% |
| 3Y | +485.2% | +6.4% | +478.9% | +432.3% |
| 5Y | +2,005.1% | +153.0% | +1,852.1% | +1,354.7% |
| All | +7,282.2% | -3.2% | +7,285.4% | +5,097.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling