+126.0%
FITB vs S
+34.5%
+91.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.0% |
| 7D | -1.5% | -13.4% | +11.9% | +0.3% |
| 30D | +5.8% | -14.0% | +19.8% | +7.7% |
| 3M | -6.1% | +4.9% | -11.0% | -7.5% |
| 6M | +5.9% | +42.0% | -36.1% | -1.1% |
| YTD | +16.1% | +45.1% | -29.0% | +7.1% |
| 1Y | +28.8% | +33.1% | -4.2% | +20.5% |
| 3Y | +126.0% | +40.6% | +85.4% | +73.0% |
| All | +126.0% | +34.5% | +91.6% | +73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling