+130.8%
SLB vs FITB
+71.5%
+59.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +0.8% | +0.6% | +0.2% | +0.5% |
| 30D | +15.8% | -4.7% | +20.6% | +18.4% |
| 3M | -0.3% | +6.7% | -7.0% | -3.8% |
| 6M | +21.3% | +12.6% | +8.8% | +13.7% |
| YTD | +52.3% | +19.1% | +33.2% | +38.3% |
| 1Y | +63.6% | +22.6% | +41.0% | +46.0% |
| 3Y | +3.8% | +127.1% | -123.4% | -31.8% |
| All | +130.8% | +71.5% | +59.3% | +47.2% |
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