+224.4%
FITB vs SM
+4.2%
+220.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | -0.6% |
| 7D | +0.5% | -19.5% | +20.0% | +4.3% |
| 30D | +7.0% | -20.2% | +27.2% | +11.0% |
| 3M | -4.4% | -6.5% | +2.1% | -4.1% |
| 6M | +11.6% | +1.6% | +10.0% | +8.9% |
| YTD | +18.6% | +61.2% | -42.6% | +4.2% |
| 1Y | +29.8% | +65.4% | -35.5% | +13.3% |
| 3Y | +140.7% | -13.0% | +153.7% | +131.2% |
| 5Y | +48.6% | -4.3% | +52.9% | +33.8% |
| 10Y | +224.4% | +3.0% | +221.4% | +69.1% |
| All | +224.4% | +4.2% | +220.2% | +69.1% |
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