+240.0%
SPOT vs FITB
+133.7%
+106.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.5% |
| 7D | -2.9% | +2.8% | -5.7% | -3.2% |
| 30D | +8.3% | -4.5% | +12.8% | +8.9% |
| 3M | +5.1% | +5.7% | -0.6% | +4.0% |
| 6M | -6.5% | +17.1% | -23.6% | -9.0% |
| YTD | -9.0% | +18.3% | -27.3% | -11.7% |
| 1Y | -26.4% | +23.9% | -50.3% | -29.1% |
| 3Y | +240.0% | +131.1% | +108.9% | +216.7% |
| All | +240.0% | +133.7% | +106.4% | +216.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling