+203.1%
FITB vs STT
+198.7%
+4.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | +0.8% | +5.1% | -4.3% | -3.1% |
| 30D | +7.3% | -0.2% | +7.6% | +7.3% |
| 3M | -6.3% | -8.1% | +1.8% | -0.2% |
| 6M | +12.6% | +16.6% | -4.1% | -1.3% |
| YTD | +18.0% | +37.8% | -19.9% | -10.1% |
| 1Y | +28.9% | +46.8% | -17.9% | -6.7% |
| 3Y | +139.4% | +181.2% | -41.8% | +1.8% |
| 5Y | +47.2% | +105.1% | -57.9% | -22.1% |
| All | +203.1% | +198.7% | +4.4% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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