+283.9%
FITB vs STT
+264.2%
+19.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | +0.3% |
| 7D | +2.8% | +2.2% | +0.7% | +1.1% |
| 30D | -4.5% | +3.9% | -8.4% | -7.4% |
| 3M | +5.7% | +19.2% | -13.5% | -8.5% |
| 6M | +17.1% | +60.4% | -43.3% | -20.1% |
| YTD | +18.3% | +51.5% | -33.1% | -16.1% |
| 1Y | +23.9% | +76.3% | -52.4% | -22.3% |
| 3Y | +131.1% | +200.7% | -69.6% | -6.5% |
| 5Y | +71.1% | +157.5% | -86.4% | -24.6% |
| 10Y | +283.9% | +262.0% | +21.9% | +15.5% |
| All | +283.9% | +264.2% | +19.7% | +15.5% |
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