+76.4%
SLB vs FITB
+48.6%
+27.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.0% |
| 7D | +3.5% | +2.8% | +0.8% | +2.2% |
| 30D | +6.5% | +9.8% | -3.3% | +1.9% |
| 3M | -0.2% | -5.2% | +4.9% | +2.1% |
| 6M | -5.7% | +17.3% | -23.0% | -13.1% |
| YTD | +36.8% | +19.3% | +17.5% | +24.4% |
| 1Y | +45.8% | +32.7% | +13.1% | +26.1% |
| 3Y | +3.4% | +141.6% | -138.2% | -32.3% |
| All | +76.4% | +48.6% | +27.7% | +30.2% |
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