+589.4%
SE vs FITB
+164.4%
+424.9%
-90.5%
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 | -6.1% | +0.6% | -6.7% | -6.3% |
| 30D | -2.5% | -4.7% | +2.3% | -0.9% |
| 3M | +21.7% | +6.7% | +15.0% | +18.8% |
| 6M | +27.0% | +12.6% | +14.4% | +21.5% |
| YTD | -12.1% | +19.1% | -31.3% | -17.8% |
| 1Y | -40.9% | +22.6% | -63.6% | -45.4% |
| 3Y | +191.0% | +127.1% | +63.9% | +114.3% |
| 5Y | -68.3% | +71.8% | -140.1% | -74.0% |
| All | +589.4% | +164.4% | +424.9% | +390.8% |
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