+1,972.8%
STX vs FITB
+212.2%
+1,760.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.5% |
| 7D | +14.6% | +2.8% | +11.8% | +13.5% |
| 30D | -26.0% | +9.8% | -35.8% | -28.5% |
| 3M | -42.6% | -5.2% | -37.5% | -41.5% |
| 6M | -35.3% | +17.3% | -52.6% | -39.6% |
| YTD | +92.5% | +19.3% | +73.2% | +77.7% |
| 1Y | +102.4% | +32.7% | +69.7% | +79.3% |
| 3Y | +673.8% | +141.6% | +532.2% | +441.3% |
| 5Y | +463.1% | +48.9% | +414.2% | +360.6% |
| All | +1,972.8% | +212.2% | +1,760.7% | +1,186.0% |
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