+198.5%
FITB vs SRE
+1,451.4%
-1,252.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.7% |
| 7D | +2.8% | +1.8% | +1.0% | +1.7% |
| 30D | +9.8% | -3.0% | +12.8% | +11.6% |
| 3M | -5.2% | -7.3% | +2.1% | -1.4% |
| 6M | +17.3% | -11.9% | +29.2% | +25.4% |
| YTD | +19.3% | -7.9% | +27.2% | +23.3% |
| 1Y | +32.7% | -11.1% | +43.8% | +39.9% |
| 3Y | +141.6% | +24.8% | +116.8% | +101.0% |
| 5Y | +48.9% | +52.4% | -3.5% | +8.7% |
| 10Y | +216.5% | +127.9% | +88.6% | +77.6% |
| All | +198.5% | +1,451.4% | -1,252.9% | -29.3% |
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