+236.6%
FITB vs STT
+211.9%
+24.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.2% | -0.7% | 0.0% |
| 7D | -1.1% | +0.9% | -2.0% | -1.9% |
| 30D | +7.3% | -2.3% | +9.7% | +9.1% |
| 3M | -4.0% | -7.0% | +3.0% | +1.3% |
| 6M | +11.9% | +15.5% | -3.6% | -1.1% |
| YTD | +19.0% | +35.6% | -16.6% | -8.2% |
| 1Y | +31.0% | +47.9% | -16.8% | -5.7% |
| 3Y | +143.8% | +181.1% | -37.3% | +3.6% |
| 5Y | +48.9% | +108.2% | -59.3% | -22.3% |
| 10Y | +236.6% | +201.0% | +35.6% | +15.2% |
| All | +236.6% | +211.9% | +24.8% | +15.2% |
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