+23.4%
FITB vs SFM
-47.5%
+70.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.4% | -0.7% |
| 7D | -0.4% | -7.2% | +6.8% | -0.6% |
| 30D | -5.1% | -14.3% | +9.2% | -5.5% |
| 3M | +3.5% | -13.7% | +17.3% | +3.2% |
| 6M | +17.2% | -6.0% | +23.2% | +17.1% |
| YTD | +17.6% | -8.2% | +25.9% | +18.1% |
| 1Y | +23.4% | -46.2% | +69.6% | +26.0% |
| All | +23.4% | -47.5% | +70.9% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling