+285.6%
FITB vs SBAC
+78.4%
+207.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -0.4% | +0.2% | -0.6% | -0.4% |
| 30D | -5.1% | +3.9% | -9.0% | -6.1% |
| 3M | +3.5% | -8.2% | +11.7% | +5.5% |
| 6M | +17.2% | -2.8% | +20.0% | +16.8% |
| YTD | +17.6% | -1.5% | +19.2% | +16.3% |
| 1Y | +23.4% | 0.0% | +23.3% | +21.2% |
| 3Y | +129.7% | -8.4% | +138.1% | +127.0% |
| 5Y | +68.4% | -43.5% | +112.0% | +88.9% |
| 10Y | +285.6% | +86.9% | +198.7% | +313.2% |
| All | +285.6% | +78.4% | +207.3% | +313.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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