+284.0%
FITB vs SU
+267.2%
+16.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | -0.3% | +2.2% | -2.5% | -1.2% |
| 30D | -5.7% | +8.4% | -14.1% | -9.1% |
| 3M | +3.2% | +12.1% | -8.9% | -2.6% |
| 6M | +23.4% | +19.7% | +3.7% | +11.9% |
| YTD | +18.8% | +58.4% | -39.6% | -5.5% |
| 1Y | +25.0% | +67.2% | -42.3% | -3.2% |
| 3Y | +131.2% | +125.0% | +6.2% | +51.8% |
| 5Y | +70.7% | +355.1% | -284.4% | -25.4% |
| All | +284.0% | +267.2% | +16.8% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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