+30.2%
FITB vs SN
+143.5%
-113.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.5% | +1.7% |
| 7D | -1.1% | +7.6% | -8.7% | -2.9% |
| 30D | +7.3% | +24.1% | -16.7% | +1.7% |
| 3M | -4.0% | +23.7% | -27.7% | -9.1% |
| 6M | +11.9% | +105.5% | -93.6% | -9.5% |
| YTD | +19.0% | +105.1% | -86.1% | -5.2% |
| All | +30.2% | +143.5% | -113.3% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling