+69.8%
FITB vs SYY
+20.0%
+49.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | -1.0% | +1.5% | -2.5% | -1.8% |
| 30D | -5.5% | -2.3% | -3.2% | -4.5% |
| 3M | +4.1% | +5.5% | -1.4% | +1.0% |
| 6M | +18.7% | -1.0% | +19.7% | +17.7% |
| YTD | +18.2% | +14.1% | +4.0% | +6.8% |
| 1Y | +23.7% | +5.6% | +18.1% | +17.0% |
| 3Y | +130.8% | +27.9% | +102.9% | +87.7% |
| 5Y | +69.8% | +22.7% | +47.1% | +37.0% |
| All | +69.8% | +20.0% | +49.8% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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