+1.2%
SO vs FITB
+23.3%
-22.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | +1.0% | +2.8% | -1.8% | +1.0% |
| 30D | -3.2% | -4.5% | +1.3% | -3.1% |
| 3M | -1.7% | +5.7% | -7.4% | -1.7% |
| 6M | -7.2% | +17.1% | -24.3% | -6.7% |
| YTD | +4.6% | +18.3% | -13.8% | +4.9% |
| 1Y | +1.2% | +23.9% | -22.7% | +1.6% |
| All | +1.2% | +23.3% | -22.1% | +1.6% |
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 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