+657.6%
STM vs FITB
+285.0%
+372.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.2% |
| 7D | +5.2% | +2.8% | +2.4% | +3.8% |
| 30D | -7.4% | -4.5% | -2.8% | -5.2% |
| 3M | -30.6% | +5.7% | -36.3% | -32.7% |
| 6M | +66.4% | +17.1% | +49.3% | +53.3% |
| YTD | +101.1% | +18.3% | +82.8% | +83.8% |
| 1Y | +97.4% | +23.9% | +73.5% | +75.7% |
| 3Y | +21.1% | +131.1% | -110.0% | -21.0% |
| 5Y | +22.5% | +71.1% | -48.6% | -9.6% |
| 10Y | +657.6% | +283.9% | +373.7% | +276.1% |
| All | +657.6% | +285.0% | +372.6% | +276.1% |
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