+264.0%
SPOT vs FITB
+140.9%
+123.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | -0.9% | +0.6% | -1.5% | -1.1% |
| 30D | +12.5% | -4.7% | +17.2% | +13.7% |
| 3M | +9.9% | +6.7% | +3.2% | +8.0% |
| 6M | +1.6% | +12.6% | -11.0% | -1.6% |
| YTD | -6.6% | +19.1% | -25.7% | -10.9% |
| 1Y | -22.9% | +22.6% | -45.6% | -27.1% |
| 3Y | +244.3% | +127.1% | +117.1% | +176.4% |
| 5Y | +117.8% | +71.8% | +46.0% | +86.3% |
| All | +264.0% | +140.9% | +123.1% | +171.6% |
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 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