+72.9%
FITB vs S
-48.9%
+121.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.0% | -5.5% | +1.6% |
| 7D | -1.1% | +1.6% | -2.7% | -1.3% |
| 30D | +7.3% | -10.5% | +17.8% | +8.4% |
| 3M | -4.0% | +9.9% | -13.9% | -5.6% |
| 6M | +11.9% | +41.8% | -29.9% | +6.4% |
| YTD | +19.0% | +56.8% | -37.8% | +11.1% |
| 1Y | +31.0% | +39.0% | -8.0% | +23.9% |
| 3Y | +143.8% | +53.8% | +90.0% | +124.3% |
| 5Y | +48.9% | -68.6% | +117.5% | +40.3% |
| All | +72.9% | -48.9% | +121.8% | +72.2% |
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