+24.1%
FITB vs STT
+76.7%
-52.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | 0.0% |
| 7D | +2.8% | +2.2% | +0.7% | +1.6% |
| 30D | -4.5% | +3.9% | -8.4% | -6.5% |
| 3M | +5.7% | +19.2% | -13.5% | -4.6% |
| 6M | +17.1% | +60.4% | -43.3% | -11.4% |
| YTD | +18.3% | +51.5% | -33.1% | -8.5% |
| All | +24.1% | +76.7% | -52.6% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling