+3,988.2%
STRL vs FITB
+247.7%
+3,740.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.5% | +12.5% | +13.6% |
| 7D | -13.3% | -1.1% | -12.2% | -12.8% |
| 30D | -43.3% | +7.3% | -50.7% | -45.6% |
| 3M | -46.9% | -4.0% | -42.9% | -45.8% |
| 6M | -65.6% | +11.9% | -77.5% | -68.0% |
| YTD | -5.1% | +19.0% | -24.1% | -14.7% |
| 1Y | -23.1% | +31.0% | -54.1% | -34.5% |
| 3Y | +346.8% | +143.8% | +203.1% | +166.6% |
| 5Y | +907.2% | +48.9% | +858.3% | +660.4% |
| 10Y | +3,988.2% | +236.6% | +3,751.6% | +1,942.1% |
| All | +3,988.2% | +247.7% | +3,740.5% | +1,942.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling