+19,359.6%
STRL vs FITB
+1,938.2%
+17,421.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.2% | +5.9% | +5.8% |
| 7D | +3.4% | +0.6% | +2.8% | +3.2% |
| 30D | -9.2% | -4.7% | -4.5% | -8.2% |
| 3M | -51.0% | +6.7% | -57.7% | -51.9% |
| 6M | +15.8% | +12.6% | +3.2% | +12.8% |
| YTD | +58.9% | +19.1% | +39.7% | +52.4% |
| 1Y | +68.5% | +22.6% | +45.9% | +60.5% |
| 3Y | +485.2% | +127.1% | +358.1% | +383.8% |
| 5Y | +2,005.1% | +71.8% | +1,933.3% | +1,740.3% |
| 10Y | +7,118.0% | +287.2% | +6,830.8% | +5,268.3% |
| All | +19,359.6% | +1,938.2% | +17,421.4% | +10,989.0% |
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