+195.2%
FITB vs SRE
+1,440.5%
-1,245.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.5% |
| 7D | +0.8% | -1.1% | +1.9% | +1.5% |
| 30D | +7.3% | -4.1% | +11.4% | +9.9% |
| 3M | -6.3% | -7.3% | +1.0% | -2.6% |
| 6M | +12.6% | -14.1% | +26.7% | +22.2% |
| YTD | +18.0% | -8.5% | +26.5% | +22.4% |
| 1Y | +28.9% | -12.0% | +40.9% | +36.7% |
| 3Y | +139.4% | +23.4% | +116.0% | +100.5% |
| 5Y | +47.2% | +51.3% | -4.1% | +7.9% |
| 10Y | +213.0% | +126.3% | +86.8% | +76.3% |
| All | +195.2% | +1,440.5% | -1,245.3% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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