+112.6%
SPOT vs FITB
+70.3%
+42.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -6.5% | -0.4% | -6.1% | -6.4% |
| 30D | +2.2% | -5.1% | +7.3% | +3.7% |
| 3M | +5.4% | +3.5% | +1.9% | +3.9% |
| 6M | -4.0% | +17.2% | -21.2% | -9.2% |
| YTD | -9.9% | +17.6% | -27.6% | -15.3% |
| 1Y | -27.3% | +23.4% | -50.6% | -32.9% |
| 3Y | +236.4% | +129.7% | +106.7% | +138.3% |
| 5Y | +112.6% | +68.4% | +44.2% | +79.4% |
| All | +112.6% | +70.3% | +42.3% | +79.4% |
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 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