+2,022.6%
STRL vs APD
+27.6%
+1,995.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.7% | +6.2% |
| 7D | +3.4% | -2.2% | +5.6% | +4.4% |
| 30D | -9.2% | +2.1% | -11.3% | -10.3% |
| 3M | -51.0% | +7.2% | -58.2% | -53.0% |
| 6M | +15.8% | +11.2% | +4.5% | +9.6% |
| YTD | +58.9% | +24.4% | +34.5% | +41.9% |
| 1Y | +68.5% | +6.7% | +61.9% | +61.5% |
| 3Y | +485.2% | +9.2% | +476.0% | +448.2% |
| All | +2,022.6% | +27.6% | +1,995.0% | +1,589.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling