+79.7%
SPY vs FITB
+132.2%
-52.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +0.1% | +0.6% | -0.5% | -0.1% |
| 30D | +0.1% | -4.7% | +4.8% | +1.4% |
| 3M | +2.0% | +6.7% | -4.7% | -0.1% |
| 6M | +13.0% | +12.6% | +0.5% | +8.6% |
| YTD | +13.5% | +19.1% | -5.6% | +6.8% |
| 1Y | +20.0% | +22.6% | -2.7% | +11.5% |
| All | +79.7% | +132.2% | -52.5% | +42.1% |
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