+2,432.7%
SAP vs FITB
+993.6%
+1,439.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.4% | -4.0% |
| 7D | -0.7% | -1.5% | +0.9% | -0.3% |
| 30D | +11.1% | +5.8% | +5.3% | +9.7% |
| 3M | +17.0% | -6.1% | +23.1% | +18.5% |
| 6M | +34.8% | +5.9% | +28.9% | +32.8% |
| YTD | -2.2% | +16.1% | -18.3% | -6.0% |
| 1Y | -6.4% | +28.8% | -35.3% | -12.1% |
| 3Y | +75.1% | +126.0% | -50.9% | +44.2% |
| 5Y | +69.8% | +45.3% | +24.5% | +51.2% |
| 10Y | +219.8% | +255.4% | -35.5% | +122.4% |
| All | +2,432.7% | +993.6% | +1,439.1% | +1,415.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling