+130.3%
FITB vs STZ
-50.2%
+180.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +5.0% | +0.8% |
| 7D | +2.8% | -7.4% | +10.2% | +4.8% |
| 30D | -4.5% | -10.9% | +6.4% | -1.8% |
| 3M | +5.7% | -13.4% | +19.1% | +9.3% |
| 6M | +17.1% | -16.2% | +33.3% | +21.9% |
| YTD | +18.3% | -10.4% | +28.8% | +20.3% |
| 1Y | +23.9% | -14.8% | +38.7% | +27.7% |
| All | +130.3% | -50.2% | +180.5% | +166.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling