+340.6%
STRL vs FITB
+144.0%
+196.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.7% |
| 7D | +15.7% | +2.8% | +12.9% | +14.0% |
| 30D | -35.5% | +9.8% | -45.3% | -39.1% |
| 3M | -47.1% | -5.2% | -42.0% | -45.6% |
| 6M | -65.8% | +17.3% | -83.1% | -69.4% |
| YTD | -4.5% | +19.3% | -23.8% | -15.6% |
| 1Y | -10.5% | +32.7% | -43.2% | -25.9% |
| 3Y | +340.6% | +141.6% | +199.0% | +206.7% |
| All | +340.6% | +144.0% | +196.6% | +206.7% |
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