+568.6%
SE vs FITB
+161.1%
+407.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.9% |
| 7D | -3.6% | -0.4% | -3.2% | -3.5% |
| 30D | -5.3% | -5.1% | -0.2% | -3.7% |
| 3M | +28.1% | +3.5% | +24.6% | +26.3% |
| 6M | +20.7% | +17.2% | +3.4% | +13.9% |
| YTD | -14.8% | +17.6% | -32.4% | -19.9% |
| 1Y | -43.6% | +23.4% | -66.9% | -48.0% |
| 3Y | +184.2% | +129.7% | +54.5% | +108.6% |
| 5Y | -66.3% | +68.4% | -134.7% | -72.2% |
| All | +568.6% | +161.1% | +407.4% | +378.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling