+80.7%
SAP vs FITB
+48.6%
+32.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | 0.0% |
| 7D | +0.6% | +2.8% | -2.1% | -0.2% |
| 30D | +6.5% | +9.8% | -3.3% | +3.7% |
| 3M | +12.2% | -5.2% | +17.4% | +13.8% |
| 6M | +46.1% | +17.3% | +28.7% | +39.0% |
| YTD | -1.6% | +19.3% | -20.9% | -7.5% |
| 1Y | -5.1% | +32.7% | -37.8% | -13.7% |
| 3Y | +68.4% | +141.6% | -73.2% | +24.3% |
| All | +80.7% | +48.6% | +32.1% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling