+10,012.8%
STRL vs FITB
+1,886.5%
+8,126.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.2% | +3.7% |
| 7D | -26.9% | -1.5% | -25.4% | -26.7% |
| 30D | -52.7% | +5.8% | -58.5% | -53.4% |
| 3M | -52.8% | -6.1% | -46.7% | -52.2% |
| 6M | -71.5% | +5.9% | -77.4% | -71.9% |
| YTD | -17.4% | +16.1% | -33.5% | -20.5% |
| 1Y | -35.0% | +28.8% | -63.8% | -38.8% |
| 3Y | +239.2% | +126.0% | +113.2% | +180.7% |
| 5Y | +830.2% | +45.3% | +784.9% | +741.4% |
| 10Y | +3,574.7% | +255.4% | +3,319.3% | +2,672.3% |
| All | +10,012.8% | +1,886.5% | +8,126.3% | +5,687.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling