+71.4%
FITB vs S
-51.5%
+123.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.3% | +5.3% | -0.2% |
| 7D | +0.8% | +4.1% | -3.2% | +0.4% |
| 30D | +7.3% | -7.2% | +14.5% | +8.0% |
| 3M | -6.3% | 0.0% | -6.3% | -6.9% |
| 6M | +12.6% | +41.6% | -29.1% | +7.0% |
| YTD | +18.0% | +48.6% | -30.6% | +10.8% |
| 1Y | +28.9% | +30.0% | -1.1% | +22.8% |
| 3Y | +139.4% | +42.2% | +97.2% | +122.2% |
| 5Y | +47.2% | -70.8% | +118.0% | +39.4% |
| All | +71.4% | -51.5% | +123.0% | +71.8% |
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