+69.1%
FITB vs SNY
+241.5%
-172.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | -1.0% | -3.6% | +2.6% | +1.1% |
| 30D | -5.5% | -1.9% | -3.6% | -4.6% |
| 3M | +4.1% | -2.0% | +6.1% | +4.7% |
| 6M | +18.7% | +2.5% | +16.2% | +16.3% |
| YTD | +18.2% | -7.0% | +25.1% | +21.8% |
| 1Y | +23.7% | -4.4% | +28.0% | +24.7% |
| 3Y | +130.8% | -8.4% | +139.2% | +125.7% |
| 5Y | +69.8% | +9.5% | +60.2% | +44.2% |
| 10Y | +287.4% | +64.3% | +223.0% | +143.0% |
| All | +69.1% | +241.5% | -172.4% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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