+392.6%
STM vs FITB
+247.4%
+145.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +4.8% |
| 7D | -10.7% | -1.5% | -9.2% | -10.0% |
| 30D | -25.7% | +5.8% | -31.6% | -27.8% |
| 3M | -21.6% | -6.1% | -15.5% | -19.1% |
| 6M | -27.8% | +5.9% | -33.7% | -30.2% |
| YTD | +61.8% | +16.1% | +45.7% | +49.2% |
| 1Y | +78.1% | +28.8% | +49.3% | +56.0% |
| 3Y | +4.9% | +126.0% | -121.1% | -30.6% |
| 5Y | -14.3% | +45.3% | -59.6% | -31.5% |
| All | +392.6% | +247.4% | +145.2% | +170.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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