-88.5%
SMR vs FITB
+31.2%
-119.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -2.3% | -12.5% | -13.4% |
| 7D | -26.2% | -1.8% | -24.4% | -25.2% |
| 30D | -45.5% | +4.8% | -50.3% | -46.9% |
| 3M | -53.4% | -6.4% | -47.0% | -51.8% |
| 6M | -63.2% | +7.9% | -71.1% | -66.1% |
| YTD | -69.2% | +17.0% | -86.2% | -75.1% |
| 1Y | -88.5% | +29.9% | -118.4% | -91.9% |
| All | -88.5% | +31.2% | -119.7% | -91.9% |
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