+329.1%
FITB vs SFM
+44.5%
+284.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | 0.0% |
| 7D | -0.6% | -7.1% | +6.5% | +0.2% |
| 30D | +7.0% | -21.4% | +28.4% | +9.5% |
| 3M | -4.8% | -40.1% | +35.3% | +0.4% |
| 6M | +13.5% | -38.0% | +51.6% | +18.8% |
| YTD | +19.1% | -36.5% | +55.6% | +23.5% |
| 1Y | +30.8% | -35.2% | +66.0% | +35.1% |
| 3Y | +141.6% | +23.5% | +118.2% | +123.9% |
| 5Y | +48.3% | +109.7% | -61.4% | +25.6% |
| 10Y | +215.9% | +132.6% | +83.4% | +153.4% |
| All | +329.1% | +44.5% | +284.7% | +258.0% |
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 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