+6,268.1%
SO vs FITB
+2,780.8%
+3,487.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -1.5% | -1.5% | +0.1% | -1.3% |
| 30D | +8.1% | +5.8% | +2.2% | +7.5% |
| 3M | +0.2% | -6.1% | +6.3% | +0.8% |
| 6M | +0.4% | +5.9% | -5.6% | -0.3% |
| YTD | +8.5% | +16.1% | -7.6% | +6.6% |
| 1Y | +4.9% | +28.8% | -23.9% | +2.0% |
| 3Y | +47.9% | +126.0% | -78.1% | +34.9% |
| 5Y | +75.7% | +45.3% | +30.4% | +65.6% |
| 10Y | +178.0% | +255.4% | -77.4% | +133.4% |
| All | +6,268.1% | +2,780.8% | +3,487.3% | +3,574.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling