+252.8%
SPOT vs FITB
+140.2%
+112.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.7% |
| 7D | -3.1% | -0.3% | -2.8% | -3.0% |
| 30D | +7.4% | -5.7% | +13.1% | +8.8% |
| 3M | +8.2% | +3.2% | +5.0% | +7.2% |
| 6M | +2.2% | +23.4% | -21.2% | -3.0% |
| YTD | -9.5% | +18.8% | -28.3% | -13.6% |
| 1Y | -23.8% | +25.0% | -48.8% | -28.3% |
| 3Y | +233.5% | +131.2% | +102.3% | +166.6% |
| 5Y | +112.2% | +70.7% | +41.5% | +81.8% |
| All | +252.8% | +140.2% | +112.6% | +163.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling