+66.7%
FITB vs SITM
+187.3%
-120.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | -0.2% |
| 7D | -0.3% | +3.9% | -4.1% | -0.8% |
| 30D | -5.7% | -6.6% | +0.9% | -5.0% |
| 3M | +3.2% | -11.9% | +15.0% | +3.3% |
| 6M | +23.4% | +81.1% | -57.7% | +9.4% |
| YTD | +18.8% | +80.0% | -61.2% | +4.5% |
| 1Y | +25.0% | +145.8% | -120.9% | +3.6% |
| 3Y | +131.2% | +475.9% | -344.7% | +55.2% |
| All | +66.7% | +187.3% | -120.6% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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