+284.0%
FITB vs SPMO
+517.6%
-233.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.1% |
| 7D | -0.3% | -0.9% | +0.7% | +0.5% |
| 30D | -5.7% | -1.9% | -3.8% | -4.3% |
| 3M | +3.2% | -1.4% | +4.5% | +2.3% |
| 6M | +23.4% | +25.5% | -2.1% | -2.5% |
| YTD | +18.8% | +24.8% | -6.0% | -5.8% |
| 1Y | +25.0% | +24.5% | +0.5% | -0.9% |
| 3Y | +131.2% | +157.1% | -25.9% | -9.8% |
| 5Y | +70.7% | +149.5% | -78.8% | -30.9% |
| All | +284.0% | +517.6% | -233.6% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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