+2,896.1%
FITB vs STT
+7,372.9%
-4,476.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.1% |
| 3M | +6.7% | +20.0% | -13.3% | -5.7% |
| 6M | +12.6% | +55.3% | -42.8% | -16.3% |
| YTD | +19.1% | +53.3% | -34.2% | -11.1% |
| 1Y | +22.6% | +74.7% | -52.1% | -16.1% |
| 3Y | +127.1% | +205.8% | -78.7% | +7.2% |
| 5Y | +71.8% | +145.0% | -73.2% | -8.1% |
| 10Y | +287.2% | +266.0% | +21.2% | +60.7% |
| All | +2,896.1% | +7,372.9% | -4,476.8% | +304.5% |
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 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