+71.6%
FITB vs SW
-2.3%
+73.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.4% | -0.4% |
| 7D | +0.6% | -5.1% | +5.7% | +1.6% |
| 30D | -4.7% | -4.6% | -0.2% | -4.0% |
| 3M | +6.7% | +9.4% | -2.7% | +4.4% |
| 6M | +12.6% | +3.5% | +9.0% | +11.0% |
| YTD | +19.1% | +22.0% | -2.9% | +13.7% |
| 1Y | +22.6% | +2.2% | +20.4% | +20.4% |
| 3Y | +127.1% | +19.6% | +107.5% | +114.5% |
| All | +71.6% | -2.3% | +73.9% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 5y: compounded portfolio wealth divided by compounded SW 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…
5y analysis · Full analysis span regression · 6 months rolling