+2,038.9%
STX vs FITB
+208.7%
+1,830.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | +16.8% | +0.8% | +16.0% | +16.6% |
| 30D | -27.0% | +7.3% | -34.4% | -28.9% |
| 3M | -37.9% | -6.3% | -31.6% | -36.4% |
| 6M | -32.5% | +12.6% | -45.0% | -36.0% |
| YTD | +98.6% | +18.0% | +80.6% | +84.2% |
| 1Y | +93.6% | +28.9% | +64.7% | +73.5% |
| 3Y | +699.1% | +139.4% | +559.7% | +460.9% |
| 5Y | +481.0% | +47.2% | +433.8% | +377.3% |
| All | +2,038.9% | +208.7% | +1,830.2% | +1,232.8% |
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