-48.1%
SMR vs FITB
+37.4%
-85.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.8% |
| 7D | -2.8% | +0.5% | -3.3% | -2.9% |
| 30D | -27.5% | +7.0% | -34.5% | -30.5% |
| 3M | -43.1% | -4.4% | -38.8% | -41.5% |
| 6M | -58.4% | +11.6% | -70.0% | -61.8% |
| YTD | -63.2% | +18.6% | -81.8% | -67.6% |
| 1Y | -81.6% | +29.8% | -111.5% | -84.8% |
| 3Y | +149.8% | +140.7% | +9.1% | +51.0% |
| All | -48.1% | +37.4% | -85.5% | -67.1% |
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