+3,988.2%
STRL vs APD
+192.6%
+3,795.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.0% | +12.9% | +13.8% |
| 7D | -13.3% | -1.6% | -11.8% | -12.6% |
| 30D | -43.3% | +10.6% | -53.9% | -46.8% |
| 3M | -46.9% | +2.5% | -49.4% | -48.0% |
| 6M | -65.6% | +6.0% | -71.6% | -67.3% |
| YTD | -5.1% | +28.4% | -33.5% | -19.9% |
| 1Y | -23.1% | +22.2% | -45.2% | -33.7% |
| 3Y | +346.8% | +26.6% | +320.3% | +258.8% |
| 5Y | +907.2% | +11.8% | +895.4% | +768.7% |
| 10Y | +3,988.2% | +187.8% | +3,800.4% | +1,622.8% |
| All | +3,988.2% | +192.6% | +3,795.6% | +1,622.8% |
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