+32.7%
FITB vs SM
+84.2%
-51.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +2.8% | +9.4% | -6.6% | +3.2% |
| 30D | +9.8% | -14.4% | +24.2% | +9.0% |
| 3M | -5.2% | +1.6% | -6.7% | -4.8% |
| 6M | +17.3% | +6.3% | +11.0% | +18.5% |
| YTD | +19.3% | +78.8% | -59.5% | +12.1% |
| 1Y | +32.7% | +83.1% | -50.4% | +23.8% |
| All | +32.7% | +84.2% | -51.5% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling