+130.0%
FITB vs SPYG
+96.8%
+33.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.9% |
| 7D | -1.0% | -1.8% | +0.8% | 0.0% |
| 30D | -5.5% | -1.9% | -3.6% | -4.5% |
| 3M | +4.1% | +5.2% | -1.0% | +0.9% |
| 6M | +18.7% | +15.6% | +3.2% | +8.1% |
| YTD | +18.2% | +12.4% | +5.7% | +9.2% |
| 1Y | +23.7% | +17.5% | +6.2% | +11.0% |
| All | +130.0% | +96.8% | +33.2% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling