-25.9%
STRL vs FITB
+36.9%
-62.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +1.5% | -22.9% | -22.2% |
| 7D | -27.1% | +2.3% | -29.4% | -28.3% |
| 30D | -45.8% | +7.7% | -53.5% | -48.4% |
| 3M | -47.6% | -4.5% | -43.1% | -46.3% |
| 6M | -46.4% | +12.5% | -58.9% | -51.4% |
| YTD | -7.4% | +19.8% | -27.1% | -22.5% |
| 1Y | -25.9% | +34.1% | -60.0% | -43.3% |
| All | -25.9% | +36.9% | -62.7% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling