+285.6%
FITB vs SPG
+59.6%
+226.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | +0.8% |
| 7D | -0.4% | -1.7% | +1.3% | +0.5% |
| 30D | -5.1% | -6.3% | +1.1% | -1.6% |
| 3M | +3.5% | -2.4% | +6.0% | +4.8% |
| 6M | +17.2% | +9.6% | +7.6% | +10.8% |
| YTD | +17.6% | +14.2% | +3.4% | +8.5% |
| 1Y | +23.4% | +19.3% | +4.1% | +10.8% |
| 3Y | +129.7% | +106.7% | +23.0% | +49.6% |
| 5Y | +68.4% | +104.2% | -35.8% | +9.2% |
| 10Y | +285.6% | +63.7% | +222.0% | +105.5% |
| All | +285.6% | +59.6% | +226.1% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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