+239.2%
STRL vs FITB
+123.2%
+116.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.2% | +3.9% |
| 7D | -26.9% | -1.5% | -25.4% | -26.4% |
| 30D | -52.7% | +5.8% | -58.5% | -54.4% |
| 3M | -52.8% | -6.1% | -46.7% | -51.3% |
| 6M | -71.5% | +5.9% | -77.4% | -72.8% |
| YTD | -17.4% | +16.1% | -33.5% | -25.8% |
| 1Y | -35.0% | +28.8% | -63.8% | -45.0% |
| 3Y | +239.2% | +126.0% | +113.2% | +139.6% |
| All | +239.2% | +123.2% | +116.0% | +139.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling