+328.8%
FITB vs SFM
+41.7%
+287.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.4% |
| 7D | -1.1% | -10.2% | +9.1% | +0.1% |
| 30D | +7.3% | -23.9% | +31.2% | +10.2% |
| 3M | -4.0% | -42.3% | +38.3% | +1.7% |
| 6M | +11.9% | -40.1% | +52.0% | +17.6% |
| YTD | +19.0% | -37.8% | +56.8% | +23.7% |
| 1Y | +31.0% | -37.1% | +68.1% | +35.9% |
| 3Y | +143.8% | +21.5% | +122.2% | +126.3% |
| 5Y | +48.9% | +103.8% | -54.9% | +26.5% |
| 10Y | +236.6% | +142.0% | +94.6% | +168.5% |
| All | +328.8% | +41.7% | +287.2% | +258.6% |
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