+34.1%
FITB vs STZ
+14.7%
+19.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.3% | -3.9% | +0.4% |
| 7D | +2.3% | +13.0% | -10.6% | -0.1% |
| 30D | +7.7% | +29.4% | -21.7% | +2.2% |
| 3M | -4.5% | +11.6% | -16.1% | -6.7% |
| 6M | +12.5% | -0.2% | +12.7% | +12.3% |
| YTD | +19.8% | +8.6% | +11.2% | +15.8% |
| 1Y | +34.1% | +15.9% | +18.2% | +31.1% |
| All | +34.1% | +14.7% | +19.4% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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