+1,245.8%
FITB vs SM
+1,608.3%
-362.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.3% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | -4.7% | +26.3% | -31.0% | -9.3% |
| 3M | +6.7% | +8.7% | -2.0% | +3.9% |
| 6M | +12.6% | +51.7% | -39.1% | +1.3% |
| YTD | +19.1% | +99.0% | -79.9% | +1.0% |
| 1Y | +22.6% | +34.6% | -12.0% | +11.8% |
| 3Y | +127.1% | -7.8% | +134.9% | +116.8% |
| 5Y | +71.8% | +104.8% | -33.0% | +33.0% |
| 10Y | +287.2% | +7.2% | +279.9% | +123.8% |
| All | +1,245.8% | +1,608.3% | -362.5% | +388.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling