+16,011.1%
STX vs FITB
+88.9%
+15,922.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.4% |
| 7D | +2.4% | +0.6% | +1.7% | +2.2% |
| 30D | +1.4% | -4.7% | +6.1% | +2.7% |
| 3M | -8.2% | +6.7% | -14.9% | -10.0% |
| 6M | +127.0% | +12.6% | +114.5% | +119.4% |
| YTD | +209.1% | +19.1% | +190.0% | +194.0% |
| 1Y | +365.4% | +22.6% | +342.8% | +338.1% |
| 3Y | +1,135.4% | +127.1% | +1,008.3% | +891.7% |
| 5Y | +991.5% | +71.8% | +919.7% | +830.1% |
| 10Y | +3,695.8% | +287.2% | +3,408.6% | +2,446.2% |
| All | +16,011.1% | +88.9% | +15,922.2% | +11,342.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling