+2,876.4%
FITB vs SU
+60,758.6%
-57,882.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.7% |
| 7D | +2.8% | -1.0% | +3.8% | +2.8% |
| 30D | -4.5% | +13.7% | -18.2% | -4.5% |
| 3M | +5.7% | +8.0% | -2.4% | +5.6% |
| 6M | +17.1% | +21.0% | -3.9% | +17.1% |
| YTD | +18.3% | +56.2% | -37.9% | +18.2% |
| 1Y | +23.9% | +72.2% | -48.3% | +23.8% |
| 3Y | +131.1% | +118.1% | +13.0% | +130.8% |
| 5Y | +71.1% | +350.3% | -279.2% | +70.6% |
| 10Y | +283.9% | +248.5% | +35.4% | +283.0% |
| All | +2,876.4% | +60,758.6% | -57,882.2% | +2,890.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling