-48.0%
SE vs FITB
+29.2%
-77.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | -1.5% | +0.8% | -2.3% | -1.6% |
| 30D | -22.3% | +7.3% | -29.6% | -22.9% |
| 3M | -41.8% | -6.3% | -35.5% | -41.0% |
| 6M | -22.4% | +12.6% | -34.9% | -24.4% |
| YTD | -41.6% | +18.0% | -59.6% | -43.2% |
| 1Y | -48.0% | +28.9% | -76.9% | -48.2% |
| All | -48.0% | +29.2% | -77.2% | -48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling