+3,667.9%
STRL vs APD
+191.9%
+3,476.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | +15.7% | +3.8% | +11.8% | +13.4% |
| 30D | -35.5% | +8.2% | -43.7% | -38.5% |
| 3M | -47.1% | +4.3% | -51.4% | -48.7% |
| 6M | -65.8% | +4.7% | -70.5% | -67.2% |
| YTD | -4.5% | +31.5% | -36.1% | -20.5% |
| 1Y | -10.5% | +23.5% | -34.0% | -23.2% |
| 3Y | +340.6% | +29.1% | +311.5% | +250.0% |
| 5Y | +911.0% | +15.9% | +895.1% | +752.8% |
| All | +3,667.9% | +191.9% | +3,476.0% | +1,359.7% |
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