+88.9%
SMR vs FITB
+133.7%
-44.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.7% | +15.9% | +15.9% |
| 7D | +21.4% | +2.8% | +18.6% | +18.1% |
| 30D | +13.8% | -4.5% | +18.4% | +18.5% |
| 3M | +3.9% | +5.7% | -1.7% | -3.8% |
| 6M | -4.2% | +17.1% | -21.3% | -20.5% |
| YTD | -21.1% | +18.3% | -39.4% | -36.0% |
| 1Y | -67.1% | +23.9% | -91.0% | -74.8% |
| 3Y | +88.9% | +131.1% | -42.2% | -43.2% |
| All | +88.9% | +133.7% | -44.8% | -43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling