+105.8%
FITB vs SN
+659.6%
-553.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.4% | -1.4% |
| 7D | -1.5% | +7.2% | -8.7% | -3.1% |
| 30D | +5.8% | +20.4% | -14.6% | +1.5% |
| 3M | -6.1% | +23.9% | -30.0% | -10.8% |
| 6M | +5.9% | +93.0% | -87.1% | -9.4% |
| YTD | +16.1% | +99.2% | -83.1% | -2.0% |
| 1Y | +28.8% | +142.6% | -113.8% | +4.1% |
| 3Y | +126.0% | +398.8% | -272.8% | +60.0% |
| All | +105.8% | +659.6% | -553.8% | +43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling