+35.9%
SLB vs FITB
+30.0%
+5.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.8% |
| 7D | -4.3% | +0.5% | -4.8% | -4.5% |
| 30D | +1.9% | +7.0% | -5.1% | -1.1% |
| 3M | -5.7% | -4.4% | -1.4% | -4.2% |
| 6M | -5.3% | +11.6% | -16.9% | -11.0% |
| YTD | +32.2% | +18.6% | +13.5% | +14.4% |
| All | +35.9% | +30.0% | +5.9% | +8.6% |
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