+282.0%
FITB vs SPY
+318.9%
-36.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +1.2% |
| 7D | -1.0% | -2.0% | +1.0% | +1.6% |
| 30D | -5.5% | -1.7% | -3.9% | -3.5% |
| 3M | +4.1% | +4.7% | -0.6% | -2.3% |
| 6M | +18.7% | +12.5% | +6.2% | +1.3% |
| YTD | +18.2% | +11.7% | +6.4% | +1.7% |
| 1Y | +23.7% | +17.5% | +6.2% | -0.5% |
| 3Y | +130.8% | +76.6% | +54.2% | +6.5% |
| 5Y | +69.8% | +82.0% | -12.3% | -24.7% |
| All | +282.0% | +318.9% | -36.9% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SPY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling