+1,335.2%
STX vs FITB
+132.2%
+1,203.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.4% |
| 7D | +2.4% | +0.6% | +1.7% | +2.1% |
| 30D | +1.4% | -4.7% | +6.1% | +3.2% |
| 3M | -8.2% | +6.7% | -14.9% | -10.9% |
| 6M | +127.0% | +12.6% | +114.5% | +114.8% |
| YTD | +209.1% | +19.1% | +190.0% | +184.5% |
| 1Y | +365.4% | +22.6% | +342.8% | +322.7% |
| All | +1,335.2% | +132.2% | +1,203.0% | +1,048.7% |
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