+1,385.4%
FITB vs STZ
+9,621.1%
-8,235.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | +0.6% | -1.9% | +2.5% | +1.3% |
| 30D | -4.7% | -1.9% | -2.9% | -4.3% |
| 3M | +6.7% | -6.2% | +12.9% | +8.6% |
| 6M | +12.6% | -14.0% | +26.6% | +17.7% |
| YTD | +19.1% | -5.1% | +24.2% | +19.9% |
| 1Y | +22.6% | -9.6% | +32.2% | +25.1% |
| 3Y | +127.1% | -47.2% | +174.4% | +174.2% |
| 5Y | +71.8% | -33.6% | +105.4% | +91.0% |
| 10Y | +287.2% | -9.8% | +296.9% | +285.6% |
| All | +1,385.4% | +9,621.1% | -8,235.7% | +489.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling