+7,161.0%
STRL vs APD
+164.4%
+6,996.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.7% | +6.3% |
| 7D | +3.4% | -2.2% | +5.6% | +4.7% |
| 30D | -9.2% | +2.1% | -11.3% | -10.6% |
| 3M | -51.0% | +7.2% | -58.2% | -53.5% |
| 6M | +15.8% | +11.2% | +4.5% | +7.7% |
| YTD | +58.9% | +24.4% | +34.5% | +37.2% |
| 1Y | +68.5% | +6.7% | +61.9% | +57.7% |
| 3Y | +485.2% | +9.2% | +476.0% | +424.5% |
| 5Y | +2,005.1% | +27.4% | +1,977.7% | +1,551.5% |
| All | +7,161.0% | +164.4% | +6,996.7% | +3,099.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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