+1,208.6%
FITB vs SPG
+5,961.7%
-4,753.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.7% |
| 7D | +0.5% | +5.6% | -5.1% | -3.1% |
| 30D | +7.0% | +17.6% | -10.6% | -3.9% |
| 3M | -4.4% | +7.5% | -11.8% | -9.0% |
| 6M | +11.6% | +18.5% | -7.0% | -0.6% |
| YTD | +18.6% | +30.9% | -12.3% | -1.4% |
| 1Y | +29.8% | +34.1% | -4.3% | +6.3% |
| 3Y | +140.7% | +135.5% | +5.2% | +33.9% |
| 5Y | +48.6% | +86.5% | -37.9% | -4.7% |
| 10Y | +224.4% | +116.1% | +108.3% | +57.4% |
| All | +1,208.6% | +5,961.7% | -4,753.1% | +88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling