+1.5%
SMR vs FITB
+36.9%
-35.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -5.8% |
| 7D | +4.7% | -1.0% | +5.7% | +5.3% |
| 30D | +3.2% | -5.5% | +8.7% | +6.8% |
| 3M | +9.9% | +4.1% | +5.8% | +5.8% |
| 6M | -15.1% | +18.7% | -33.8% | -25.2% |
| YTD | -27.9% | +18.2% | -46.1% | -36.5% |
| 1Y | -70.2% | +23.7% | -93.9% | -74.6% |
| 3Y | +72.5% | +130.8% | -58.3% | +6.5% |
| All | +1.5% | +36.9% | -35.4% | -35.7% |
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