+340.6%
STRL vs APA
+45.9%
+294.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -3.2% |
| 7D | +15.7% | +8.5% | +7.1% | +14.7% |
| 30D | -35.5% | +2.8% | -38.2% | -35.6% |
| 3M | -47.1% | +21.7% | -68.9% | -48.1% |
| 6M | -65.8% | +32.6% | -98.4% | -66.8% |
| YTD | -4.5% | +103.7% | -108.2% | -17.3% |
| 1Y | -10.5% | +101.8% | -112.3% | -22.5% |
| 3Y | +340.6% | +48.1% | +292.6% | +276.8% |
| All | +340.6% | +45.9% | +294.7% | +276.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling