+2,820.2%
FITB vs STT
+6,268.9%
-3,448.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -1.5% | -2.5% | +0.9% | 0.0% |
| 30D | +5.8% | -5.0% | +10.8% | +9.3% |
| 3M | -6.1% | -10.5% | +4.4% | +0.8% |
| 6M | +5.9% | +10.0% | -4.1% | -1.2% |
| YTD | +16.1% | +30.7% | -14.6% | -3.9% |
| 1Y | +28.8% | +43.8% | -14.9% | +0.1% |
| 3Y | +126.0% | +168.1% | -42.1% | +16.0% |
| 5Y | +45.3% | +101.4% | -56.1% | -11.7% |
| 10Y | +255.4% | +211.3% | +44.1% | +63.9% |
| All | +2,820.2% | +6,268.9% | -3,448.7% | +337.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling