+139.7%
FITB vs SITM
+4,608.4%
-4,468.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.5% | -6.7% | -1.2% |
| 7D | +0.6% | +9.7% | -9.1% | -0.8% |
| 30D | -4.7% | +12.7% | -17.4% | -7.2% |
| 3M | +6.7% | -13.4% | +20.1% | +6.8% |
| 6M | +12.6% | +59.6% | -47.1% | +0.5% |
| YTD | +19.1% | +73.3% | -54.2% | +4.1% |
| 1Y | +22.6% | +165.5% | -142.9% | -1.5% |
| 3Y | +127.1% | +368.7% | -241.6% | +53.0% |
| 5Y | +71.8% | +172.5% | -100.7% | +14.7% |
| All | +139.7% | +4,608.4% | -4,468.7% | -20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling