+62.5%
SLB vs FITB
+44.6%
+17.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.9% |
| 7D | -7.1% | -1.5% | -5.6% | -6.5% |
| 30D | +4.1% | +5.8% | -1.7% | +1.3% |
| 3M | -2.6% | -6.1% | +3.5% | +0.1% |
| 6M | -8.6% | +5.9% | -14.5% | -11.5% |
| YTD | +32.2% | +16.1% | +16.1% | +21.8% |
| 1Y | +40.7% | +28.8% | +11.8% | +23.3% |
| 3Y | -4.5% | +126.0% | -130.6% | -35.6% |
| All | +62.5% | +44.6% | +17.9% | +20.5% |
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