+77.7%
SPY vs FITB
+144.0%
-66.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | +2.6% | +2.8% | -0.2% | +1.8% |
| 30D | -2.0% | +9.8% | -11.8% | -4.7% |
| 3M | -2.8% | -5.2% | +2.4% | -1.3% |
| 6M | +2.1% | +17.3% | -15.2% | -3.1% |
| YTD | +11.5% | +19.3% | -7.8% | +4.4% |
| 1Y | +13.5% | +32.7% | -19.2% | +2.4% |
| 3Y | +77.7% | +141.6% | -63.9% | +42.5% |
| All | +77.7% | +144.0% | -66.3% | +42.5% |
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 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