+73.1%
FITB vs S
-56.8%
+129.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | +0.6% | -7.7% | +8.3% | +1.5% |
| 30D | -4.7% | -5.3% | +0.6% | -4.3% |
| 3M | +6.7% | +20.3% | -13.6% | +4.0% |
| 6M | +12.6% | +47.4% | -34.8% | +6.4% |
| YTD | +19.1% | +32.5% | -13.4% | +13.9% |
| 1Y | +22.6% | +9.5% | +13.1% | +19.6% |
| 3Y | +127.1% | +15.5% | +111.6% | +116.3% |
| 5Y | +71.8% | -71.2% | +143.0% | +66.5% |
| All | +73.1% | -56.8% | +129.9% | +76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling