+2,133.0%
STRL vs APTV
-69.4%
+2,202.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.6% | +7.9% | +5.0% |
| 7D | +10.1% | +2.0% | +8.1% | +9.2% |
| 30D | -8.2% | -7.7% | -0.5% | -5.5% |
| 3M | -43.7% | -34.0% | -9.7% | -34.3% |
| 6M | +27.1% | -37.1% | +64.2% | +50.1% |
| YTD | +64.0% | -39.9% | +103.9% | +95.9% |
| 1Y | +75.2% | -44.4% | +119.6% | +116.5% |
| 3Y | +539.9% | -54.5% | +594.4% | +722.8% |
| 5Y | +2,133.0% | -69.1% | +2,202.1% | +3,361.8% |
| All | +2,133.0% | -69.4% | +2,202.4% | +3,361.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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