+2,233.8%
SAP vs FITB
+1,022.0%
+1,211.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -2.9% | +0.6% | -3.5% | -3.0% |
| 30D | +9.0% | -4.7% | +13.7% | +10.1% |
| 3M | +14.9% | +6.7% | +8.3% | +13.2% |
| 6M | +11.9% | +12.6% | -0.7% | +8.7% |
| YTD | -9.9% | +19.1% | -29.0% | -13.8% |
| 1Y | -19.5% | +22.6% | -42.2% | -23.6% |
| 3Y | +61.8% | +127.1% | -65.3% | +32.9% |
| 5Y | +56.2% | +71.8% | -15.6% | +34.1% |
| 10Y | +180.6% | +287.2% | -106.6% | +91.7% |
| All | +2,233.8% | +1,022.0% | +1,211.7% | +1,289.8% |
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