+71.1%
FITB vs SM
+111.2%
-40.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.3% | -1.4% |
| 7D | +2.8% | -0.2% | +3.0% | +2.8% |
| 30D | -4.5% | +31.5% | -36.0% | -9.8% |
| 3M | +5.7% | +17.3% | -11.7% | +1.4% |
| 6M | +17.1% | +48.5% | -31.4% | +5.1% |
| YTD | +18.3% | +106.3% | -87.9% | -2.3% |
| 1Y | +23.9% | +47.3% | -23.4% | +10.2% |
| 3Y | +131.1% | -1.4% | +132.5% | +116.7% |
| 5Y | +71.1% | +114.0% | -43.0% | +15.4% |
| All | +71.1% | +111.2% | -40.1% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling