+285.6%
FITB vs SM
+16.0%
+269.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | -5.1% | +20.3% | -25.4% | -8.6% |
| 3M | +3.5% | +22.9% | -19.4% | -1.3% |
| 6M | +17.2% | +47.8% | -30.6% | +6.4% |
| YTD | +17.6% | +107.5% | -89.8% | -0.5% |
| 1Y | +23.4% | +51.7% | -28.4% | +10.3% |
| 3Y | +129.7% | -0.9% | +130.6% | +116.6% |
| 5Y | +68.4% | +112.2% | -43.8% | +31.0% |
| 10Y | +285.6% | +20.3% | +265.3% | +94.7% |
| All | +285.6% | +16.0% | +269.7% | +94.7% |
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