+109.7%
FITB vs SN
+496.6%
-386.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | -4.5% | -5.6% | +1.1% | -3.4% |
| 3M | +5.7% | +48.1% | -42.4% | -3.9% |
| 6M | +17.1% | +57.6% | -40.5% | +4.6% |
| YTD | +18.3% | +56.5% | -38.2% | +5.6% |
| 1Y | +23.9% | +52.6% | -28.7% | +10.7% |
| 3Y | +131.1% | +412.0% | -280.9% | +70.5% |
| All | +109.7% | +496.6% | -386.9% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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