+9,509.3%
STX vs FITB
+88.7%
+9,420.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.5% | +7.3% | +9.2% |
| 7D | -14.8% | -1.1% | -13.6% | -14.4% |
| 30D | -35.4% | +7.3% | -42.7% | -36.5% |
| 3M | -37.7% | -4.0% | -33.7% | -37.1% |
| 6M | -35.2% | +11.9% | -47.1% | -37.4% |
| YTD | +84.4% | +19.0% | +65.4% | +75.2% |
| 1Y | +82.3% | +31.0% | +51.2% | +69.0% |
| 3Y | +646.2% | +143.8% | +502.4% | +490.0% |
| 5Y | +487.4% | +48.9% | +438.5% | +417.7% |
| 10Y | +2,071.0% | +236.6% | +1,834.4% | +1,400.7% |
| All | +9,509.3% | +88.7% | +9,420.6% | +6,720.1% |
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