+63.7%
SE vs FITB
+144.0%
-80.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.8% |
| 7D | -0.5% | +2.8% | -3.2% | -1.2% |
| 30D | -20.9% | +9.8% | -30.7% | -22.8% |
| 3M | -38.9% | -5.2% | -33.7% | -38.1% |
| 6M | -19.4% | +17.3% | -36.7% | -23.2% |
| YTD | -40.9% | +19.3% | -60.2% | -44.1% |
| 1Y | -46.2% | +32.7% | -78.9% | -50.7% |
| 3Y | +63.7% | +141.6% | -77.9% | +105.5% |
| All | +63.7% | +144.0% | -80.3% | +105.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling