-53.7%
SMR vs FITB
+38.2%
-91.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -4.1% |
| 7D | -8.3% | +2.8% | -11.0% | -9.8% |
| 30D | -20.1% | +9.8% | -29.9% | -24.7% |
| 3M | -52.7% | -5.2% | -47.5% | -51.1% |
| 6M | -61.0% | +17.3% | -78.4% | -65.4% |
| YTD | -67.1% | +19.3% | -86.4% | -71.1% |
| 1Y | -79.9% | +32.7% | -112.6% | -83.6% |
| 3Y | +101.7% | +141.6% | -39.9% | +21.6% |
| All | -53.7% | +38.2% | -91.9% | -70.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling