+70.9%
FITB vs S
-57.7%
+128.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | -0.4% | -1.2% | +0.8% | -0.2% |
| 30D | -5.1% | -12.6% | +7.4% | -3.9% |
| 3M | +3.5% | +27.6% | -24.0% | +0.2% |
| 6M | +17.2% | +35.5% | -18.3% | +12.0% |
| YTD | +17.6% | +29.6% | -12.0% | +12.7% |
| 1Y | +23.4% | +8.1% | +15.2% | +20.5% |
| 3Y | +129.7% | +14.8% | +115.0% | +119.0% |
| 5Y | +68.4% | -70.6% | +139.0% | +64.1% |
| All | +70.9% | -57.7% | +128.7% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling