+32.7%
FITB vs SPXU
-26.3%
+59.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.4% |
| 7D | +2.8% | -7.6% | +10.3% | +0.9% |
| 30D | +9.8% | +5.3% | +4.5% | +11.7% |
| 3M | -5.2% | +9.6% | -14.8% | -2.3% |
| 6M | +17.3% | -4.5% | +21.9% | +17.3% |
| YTD | +19.3% | -25.9% | +45.2% | +9.6% |
| 1Y | +32.7% | -28.9% | +61.6% | +20.8% |
| All | +32.7% | -26.3% | +59.0% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 1y: compounded portfolio wealth divided by compounded SPXU 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…
1y analysis · Full analysis span regression · 6 months rolling