+1,214.1%
FITB vs SPG
+5,256.9%
-4,042.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.5% |
| 7D | +0.6% | -2.4% | +3.0% | +2.2% |
| 30D | -4.7% | -6.8% | +2.1% | -0.3% |
| 3M | +6.7% | +2.7% | +4.0% | +4.6% |
| 6M | +12.6% | +5.5% | +7.1% | +8.3% |
| YTD | +19.1% | +15.7% | +3.4% | +7.6% |
| 1Y | +22.6% | +20.9% | +1.8% | +7.4% |
| 3Y | +127.1% | +112.4% | +14.7% | +35.5% |
| 5Y | +71.8% | +101.4% | -29.5% | +4.4% |
| 10Y | +287.2% | +60.6% | +226.5% | +129.4% |
| All | +1,214.1% | +5,256.9% | -4,042.8% | +105.3% |
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