+15.7%
STM vs FITB
+128.4%
-112.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +5.8% | +0.6% | +5.2% | +5.4% |
| 30D | -1.0% | -4.7% | +3.7% | +1.8% |
| 3M | -33.3% | +6.7% | -39.9% | -36.1% |
| 6M | +57.4% | +12.6% | +44.8% | +45.6% |
| YTD | +102.2% | +19.1% | +83.1% | +79.7% |
| 1Y | +99.6% | +22.6% | +77.0% | +73.5% |
| All | +15.7% | +128.4% | -112.6% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling