+7,282.2%
STRL vs FITB
+293.2%
+6,989.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.2% | +5.9% | +5.9% |
| 7D | +3.4% | +0.6% | +2.8% | +3.0% |
| 30D | -9.2% | -4.7% | -4.5% | -6.7% |
| 3M | -51.0% | +6.7% | -57.7% | -53.0% |
| 6M | +15.8% | +12.6% | +3.2% | +8.4% |
| YTD | +58.9% | +19.1% | +39.7% | +43.2% |
| 1Y | +68.5% | +22.6% | +45.9% | +49.2% |
| 3Y | +485.2% | +127.1% | +358.1% | +262.3% |
| 5Y | +2,005.1% | +71.8% | +1,933.3% | +1,368.6% |
| All | +7,282.2% | +293.2% | +6,989.0% | +3,151.9% |
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