-68.5%
SMR vs FITB
+24.0%
-92.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.0% |
| 7D | +13.1% | -0.4% | +13.5% | +13.3% |
| 30D | +17.8% | -5.1% | +22.9% | +20.8% |
| 3M | +8.1% | +3.5% | +4.6% | +3.7% |
| 6M | -11.1% | +17.2% | -28.3% | -22.3% |
| YTD | -23.7% | +17.6% | -41.4% | -34.3% |
| All | -68.5% | +24.0% | -92.4% | -74.0% |
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