+71.1%
FITB vs STZ
-36.5%
+107.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +5.0% | +1.3% |
| 7D | +2.8% | -7.4% | +10.2% | +5.6% |
| 30D | -4.5% | -10.9% | +6.4% | -0.8% |
| 3M | +5.7% | -13.4% | +19.1% | +10.7% |
| 6M | +17.1% | -16.2% | +33.3% | +23.6% |
| YTD | +18.3% | -10.4% | +28.8% | +20.9% |
| 1Y | +23.9% | -14.8% | +38.7% | +28.8% |
| 3Y | +131.1% | -50.1% | +181.2% | +197.6% |
| 5Y | +71.1% | -38.8% | +109.9% | +82.1% |
| All | +71.1% | -36.5% | +107.6% | +82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling