+93.6%
STX vs FITB
+29.2%
+64.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | +16.8% | +0.8% | +16.0% | +16.7% |
| 30D | -27.0% | +7.3% | -34.4% | -27.7% |
| 3M | -37.9% | -6.3% | -31.6% | -36.9% |
| 6M | -32.5% | +12.6% | -45.0% | -35.6% |
| YTD | +98.6% | +18.0% | +80.6% | +76.6% |
| 1Y | +93.6% | +28.9% | +64.7% | +63.8% |
| All | +93.6% | +29.2% | +64.4% | +63.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling