+1,379.2%
FITB vs STZ
+11,023.3%
-9,644.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.5% | +5.3% | -4.9% | -1.3% |
| 30D | +7.0% | +19.6% | -12.6% | +0.5% |
| 3M | -4.4% | +10.0% | -14.3% | -7.9% |
| 6M | +11.6% | -0.3% | +11.8% | +10.8% |
| YTD | +18.6% | +8.6% | +10.1% | +13.6% |
| 1Y | +29.8% | +16.6% | +13.2% | +21.2% |
| 3Y | +140.7% | -34.8% | +175.5% | +169.0% |
| 5Y | +48.6% | -27.8% | +76.5% | +60.0% |
| 10Y | +224.4% | +12.5% | +211.9% | +200.5% |
| All | +1,379.2% | +11,023.3% | -9,644.1% | +458.1% |
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