+206.5%
FITB vs SM
+18.0%
+188.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +2.8% | +9.4% | -6.6% | +0.9% |
| 30D | +9.8% | -14.4% | +24.2% | +12.4% |
| 3M | -5.2% | +1.6% | -6.7% | -6.4% |
| 6M | +17.3% | +6.3% | +11.0% | +13.5% |
| YTD | +19.3% | +78.8% | -59.5% | +2.7% |
| 1Y | +32.7% | +83.1% | -50.4% | +13.6% |
| 3Y | +141.6% | -5.9% | +147.5% | +128.5% |
| 5Y | +48.9% | +4.8% | +44.0% | +31.6% |
| All | +206.5% | +18.0% | +188.5% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling