+3,667.8%
STRL vs APD
+185.9%
+3,481.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +4.3% |
| 7D | -26.9% | -3.7% | -23.2% | -25.5% |
| 30D | -52.7% | +9.6% | -62.3% | -55.4% |
| 3M | -52.8% | +1.6% | -54.5% | -53.7% |
| 6M | -71.5% | +2.2% | -73.6% | -72.3% |
| YTD | -17.4% | +25.9% | -43.3% | -29.6% |
| 1Y | -35.0% | +20.1% | -55.1% | -43.5% |
| 3Y | +239.2% | +12.4% | +226.8% | +196.7% |
| 5Y | +830.2% | +11.1% | +819.0% | +702.2% |
| All | +3,667.8% | +185.9% | +3,481.9% | +1,524.0% |
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