+175.7%
FITB vs SBAC
+2,215.3%
-2,039.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -0.6% | -2.8% | +2.2% | -0.1% |
| 30D | +7.0% | +3.1% | +3.9% | +6.4% |
| 3M | -4.8% | +5.1% | -9.9% | -5.7% |
| 6M | +13.5% | -11.4% | +24.9% | +15.3% |
| YTD | +19.1% | +0.2% | +18.9% | +17.7% |
| 1Y | +30.8% | -3.9% | +34.7% | +30.2% |
| 3Y | +141.6% | -7.7% | +149.3% | +140.0% |
| 5Y | +48.3% | -39.7% | +88.0% | +56.6% |
| 10Y | +215.9% | +111.9% | +104.0% | +171.3% |
| All | +175.7% | +2,215.3% | -2,039.6% | +79.7% |
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