+11.1%
SMR vs FITB
+37.1%
-25.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.7% | +15.9% | +15.7% |
| 7D | +21.4% | +2.8% | +18.6% | +19.2% |
| 30D | +13.8% | -4.5% | +18.4% | +17.0% |
| 3M | +3.9% | +5.7% | -1.7% | -1.1% |
| 6M | -4.2% | +17.1% | -21.3% | -14.8% |
| YTD | -21.1% | +18.3% | -39.4% | -30.5% |
| 1Y | -67.1% | +23.9% | -91.0% | -72.0% |
| 3Y | +88.9% | +131.1% | -42.2% | +16.5% |
| All | +11.1% | +37.1% | -25.9% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling