+1,220.2%
FITB vs SPY
+3,045.4%
-1,825.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.4% |
| 7D | +0.8% | +3.3% | -2.4% | -3.5% |
| 30D | +7.3% | -2.7% | +10.0% | +11.0% |
| 3M | -6.3% | -1.7% | -4.6% | -4.4% |
| 6M | +12.6% | +3.1% | +9.5% | +7.1% |
| YTD | +18.0% | +11.9% | +6.1% | +0.3% |
| 1Y | +28.9% | +12.0% | +16.9% | +9.4% |
| 3Y | +139.4% | +78.2% | +61.2% | +6.6% |
| 5Y | +47.2% | +73.2% | -26.0% | -31.8% |
| 10Y | +213.0% | +309.6% | -96.6% | -52.8% |
| All | +1,220.2% | +3,045.4% | -1,825.2% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling