-5.9%
SAP vs FITB
+36.9%
-42.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.8% | +4.1% |
| 7D | +1.3% | +2.3% | -1.0% | +1.1% |
| 30D | +15.5% | +7.7% | +7.8% | +14.7% |
| 3M | +22.8% | -4.5% | +27.3% | +23.1% |
| 6M | +42.5% | +12.5% | +30.0% | +40.9% |
| YTD | +0.5% | +19.8% | -19.2% | -2.3% |
| 1Y | -5.9% | +34.1% | -40.1% | -12.9% |
| All | -5.9% | +36.9% | -42.8% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling