+174.6%
FITB vs SBAC
+2,232.4%
-2,057.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +0.5% | +3.6% | -3.2% | -0.1% |
| 30D | +7.0% | +4.9% | +2.1% | +6.1% |
| 3M | -4.4% | +6.5% | -10.8% | -5.5% |
| 6M | +11.6% | -11.1% | +22.7% | +13.2% |
| YTD | +18.6% | +0.9% | +17.7% | +17.1% |
| 1Y | +29.8% | -1.6% | +31.4% | +28.7% |
| 3Y | +140.7% | -7.0% | +147.7% | +138.8% |
| 5Y | +48.6% | -39.2% | +87.8% | +56.7% |
| 10Y | +224.4% | +111.4% | +113.0% | +178.7% |
| All | +174.6% | +2,232.4% | -2,057.8% | +78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling