+1,194.2%
FITB vs SPXU
-100.0%
+1,294.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | +0.4% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | -4.7% | +0.8% | -5.6% | -4.3% |
| 3M | +6.7% | -4.7% | +11.4% | +5.1% |
| 6M | +12.6% | -29.6% | +42.2% | -2.4% |
| YTD | +19.1% | -29.9% | +49.0% | +3.7% |
| 1Y | +22.6% | -39.1% | +61.7% | +1.0% |
| 3Y | +127.1% | -80.0% | +207.1% | +26.5% |
| 5Y | +71.8% | -86.0% | +157.9% | +0.2% |
| 10Y | +287.2% | -99.5% | +386.7% | -26.2% |
| All | +1,194.2% | -100.0% | +1,294.2% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling