+135.5%
FITB vs STT
+206.4%
-71.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.3% |
| 7D | +0.6% | +0.5% | +0.1% | +0.3% |
| 30D | -4.7% | +3.9% | -8.6% | -7.4% |
| 3M | +6.7% | +20.0% | -13.3% | -7.1% |
| 6M | +12.6% | +55.3% | -42.8% | -19.7% |
| YTD | +19.1% | +53.3% | -34.2% | -14.8% |
| 1Y | +22.6% | +74.7% | -52.1% | -21.2% |
| All | +135.5% | +206.4% | -71.0% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling