+44.7%
FITB vs S
-67.4%
+112.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.0% |
| 7D | -1.5% | -13.4% | +11.9% | +0.1% |
| 30D | +5.8% | -14.0% | +19.8% | +7.6% |
| 3M | -6.1% | +4.9% | -11.0% | -7.4% |
| 6M | +5.9% | +42.0% | -36.1% | 0.0% |
| YTD | +16.1% | +45.1% | -29.0% | +8.6% |
| 1Y | +28.8% | +33.1% | -4.2% | +21.7% |
| 3Y | +126.0% | +40.6% | +85.4% | +107.6% |
| All | +44.7% | -67.4% | +112.1% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling