+285.6%
FITB vs STZ
-13.0%
+298.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -0.4% | -6.0% | +5.6% | +2.7% |
| 30D | -5.1% | -8.9% | +3.7% | -0.9% |
| 3M | +3.5% | -12.6% | +16.1% | +10.0% |
| 6M | +17.2% | -17.2% | +34.4% | +27.4% |
| YTD | +17.6% | -10.0% | +27.7% | +21.2% |
| 1Y | +23.4% | -14.3% | +37.7% | +29.8% |
| 3Y | +129.7% | -49.9% | +179.7% | +215.9% |
| 5Y | +68.4% | -38.2% | +106.6% | +100.5% |
| 10Y | +285.6% | -12.0% | +297.6% | +280.4% |
| All | +285.6% | -13.0% | +298.7% | +280.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling