+2,022.6%
STRL vs APA
+156.4%
+1,866.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.2% | +8.9% | +6.3% |
| 7D | +3.4% | +0.5% | +2.9% | +3.2% |
| 30D | -9.2% | +23.4% | -32.6% | -12.9% |
| 3M | -51.0% | +12.7% | -63.7% | -52.4% |
| 6M | +15.8% | +39.4% | -23.6% | +5.1% |
| YTD | +58.9% | +79.0% | -20.1% | +35.0% |
| 1Y | +68.5% | +88.8% | -20.3% | +39.2% |
| 3Y | +485.2% | +6.4% | +478.9% | +437.5% |
| All | +2,022.6% | +156.4% | +1,866.2% | +1,233.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling