+71.1%
FITB vs SFM
+219.5%
-148.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | +0.1% |
| 7D | +2.8% | -5.8% | +8.6% | +3.5% |
| 30D | -4.5% | -11.4% | +6.8% | -3.4% |
| 3M | +5.7% | -12.2% | +17.8% | +6.9% |
| 6M | +17.1% | -5.2% | +22.3% | +16.9% |
| YTD | +18.3% | -4.5% | +22.8% | +17.8% |
| 1Y | +23.9% | -45.4% | +69.3% | +33.6% |
| 3Y | +131.1% | +91.1% | +40.0% | +98.7% |
| 5Y | +71.1% | +226.8% | -155.7% | +28.7% |
| All | +71.1% | +219.5% | -148.4% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling