+284.0%
FITB vs SPYG
+424.6%
-140.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.2% |
| 7D | -0.3% | -0.9% | +0.6% | +0.5% |
| 30D | -5.7% | -1.5% | -4.2% | -4.4% |
| 3M | +3.2% | +3.7% | -0.6% | -0.8% |
| 6M | +23.4% | +16.4% | +7.0% | +6.2% |
| YTD | +18.8% | +13.3% | +5.5% | +4.5% |
| 1Y | +25.0% | +17.9% | +7.1% | +5.6% |
| 3Y | +131.2% | +98.3% | +32.9% | +15.1% |
| 5Y | +70.7% | +86.4% | -15.7% | -11.0% |
| All | +284.0% | +424.6% | -140.6% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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