+72.2%
FITB vs SBAC
-43.7%
+115.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | +0.6% | -0.8% | +1.4% | +0.8% |
| 30D | -4.7% | +6.9% | -11.7% | -6.1% |
| 3M | +6.7% | -8.2% | +14.9% | +8.4% |
| 6M | +12.6% | -1.6% | +14.2% | +12.1% |
| YTD | +19.1% | -0.1% | +19.2% | +17.8% |
| 1Y | +22.6% | -0.5% | +23.1% | +21.2% |
| 3Y | +127.1% | -9.1% | +136.2% | +125.2% |
| All | +72.2% | -43.7% | +115.9% | +77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling