+110.9%
FITB vs SN
+681.9%
-571.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.5% | +1.8% |
| 7D | -1.1% | +7.6% | -8.7% | -2.7% |
| 30D | +7.3% | +24.1% | -16.7% | +2.3% |
| 3M | -4.0% | +23.7% | -27.7% | -8.7% |
| 6M | +11.9% | +105.5% | -93.6% | -5.7% |
| YTD | +19.0% | +105.1% | -86.1% | -0.2% |
| 1Y | +31.0% | +148.3% | -117.3% | +5.3% |
| 3Y | +143.8% | +438.7% | -294.9% | +70.7% |
| All | +110.9% | +681.9% | -571.0% | +46.6% |
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