+70.8%
SAP vs FITB
+44.6%
+26.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.4% | -3.9% |
| 7D | -0.7% | -1.5% | +0.9% | -0.2% |
| 30D | +11.1% | +5.8% | +5.3% | +9.3% |
| 3M | +17.0% | -6.1% | +23.1% | +18.9% |
| 6M | +34.8% | +5.9% | +28.9% | +32.1% |
| YTD | -2.2% | +16.1% | -18.3% | -7.3% |
| 1Y | -6.4% | +28.8% | -35.3% | -14.2% |
| 3Y | +75.1% | +126.0% | -50.9% | +31.9% |
| All | +70.8% | +44.6% | +26.2% | +51.7% |
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