+131.1%
FITB vs SBAC
-9.5%
+140.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +2.8% | -0.1% | +2.9% | +2.8% |
| 30D | -4.5% | +3.2% | -7.8% | -5.0% |
| 3M | +5.7% | -5.1% | +10.7% | +6.4% |
| 6M | +17.1% | -2.1% | +19.2% | +17.2% |
| YTD | +18.3% | -0.5% | +18.8% | +17.7% |
| 1Y | +23.9% | +1.1% | +22.8% | +22.6% |
| 3Y | +131.1% | -7.4% | +138.5% | +131.5% |
| All | +131.1% | -9.5% | +140.6% | +131.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling