+329.3%
FITB vs SFM
+132.6%
+196.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.5% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | -4.7% | -4.4% | -0.4% | -4.3% |
| 3M | +6.7% | +1.5% | +5.2% | +6.1% |
| 6M | +12.6% | +6.5% | +6.1% | +10.8% |
| YTD | +19.1% | +2.2% | +16.9% | +17.6% |
| 1Y | +22.6% | -41.9% | +64.5% | +29.9% |
| 3Y | +127.1% | +106.8% | +20.4% | +99.0% |
| 5Y | +71.8% | +231.6% | -159.8% | +38.7% |
| 10Y | +287.2% | +258.4% | +28.7% | +196.2% |
| All | +329.3% | +132.6% | +196.7% | +240.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling