+3,676.0%
STX vs FITB
+285.0%
+3,391.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.7% | +7.1% | +6.7% |
| 7D | +10.7% | +2.8% | +7.9% | +9.5% |
| 30D | +11.3% | -4.5% | +15.8% | +13.3% |
| 3M | +3.2% | +5.7% | -2.4% | +0.6% |
| 6M | +157.0% | +17.1% | +139.9% | +139.9% |
| YTD | +229.2% | +18.3% | +210.9% | +205.2% |
| 1Y | +381.8% | +23.9% | +358.0% | +337.0% |
| 3Y | +1,383.2% | +131.1% | +1,252.1% | +948.4% |
| 5Y | +1,144.9% | +71.1% | +1,073.8% | +869.6% |
| 10Y | +3,676.0% | +283.9% | +3,392.2% | +1,932.9% |
| All | +3,676.0% | +285.0% | +3,391.0% | +1,932.9% |
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