-78.0%
SE vs FITB
+44.6%
-122.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | +2.0% | -1.5% | +3.5% | +2.9% |
| 30D | -20.0% | +5.8% | -25.8% | -22.4% |
| 3M | -31.8% | -6.1% | -25.7% | -29.8% |
| 6M | -15.9% | +5.9% | -21.8% | -19.3% |
| YTD | -40.6% | +16.1% | -56.7% | -46.3% |
| 1Y | -50.7% | +28.8% | -79.5% | -58.0% |
| 3Y | +70.3% | +126.0% | -55.7% | -2.9% |
| All | -78.0% | +44.6% | -122.6% | -80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling