+588.0%
STX vs FITB
+123.2%
+464.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | -28.5% | -1.5% | -26.9% | -28.0% |
| 30D | -42.9% | +5.8% | -48.7% | -44.1% |
| 3M | -45.9% | -6.1% | -39.8% | -44.6% |
| 6M | -41.3% | +5.9% | -47.2% | -43.4% |
| YTD | +67.9% | +16.1% | +51.8% | +54.2% |
| 1Y | +66.5% | +28.8% | +37.7% | +45.9% |
| 3Y | +588.0% | +126.0% | +461.9% | +412.5% |
| All | +588.0% | +123.2% | +464.8% | +412.5% |
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