+46.2%
SLB vs FITB
+36.9%
+9.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.7% |
| 7D | -4.1% | +2.3% | -6.4% | -5.1% |
| 30D | +2.5% | +7.7% | -5.2% | -0.7% |
| 3M | +2.0% | -4.5% | +6.5% | +3.7% |
| 6M | -6.3% | +12.5% | -18.8% | -12.2% |
| YTD | +36.5% | +19.8% | +16.8% | +17.9% |
| 1Y | +46.2% | +34.1% | +12.1% | +14.8% |
| All | +46.2% | +36.9% | +9.4% | +14.8% |
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 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