+175.8%
FITB vs SBAC
+2,208.1%
-2,032.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | +0.6% | -0.8% | +1.4% | +0.7% |
| 30D | -4.7% | +6.9% | -11.7% | -5.8% |
| 3M | +6.7% | -8.2% | +14.9% | +7.9% |
| 6M | +12.6% | -1.6% | +14.2% | +12.1% |
| YTD | +19.1% | -0.1% | +19.2% | +18.0% |
| 1Y | +22.6% | -0.5% | +23.1% | +21.5% |
| 3Y | +127.1% | -9.1% | +136.2% | +126.5% |
| 5Y | +71.8% | -43.8% | +115.6% | +83.6% |
| 10Y | +287.2% | +80.5% | +206.7% | +240.8% |
| All | +175.8% | +2,208.1% | -2,032.4% | +80.2% |
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 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