+81.8%
SPY vs FITB
+71.1%
+10.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.3% |
| 7D | +0.5% | +2.8% | -2.3% | -0.4% |
| 30D | -0.9% | -4.5% | +3.6% | +0.5% |
| 3M | +3.9% | +5.7% | -1.8% | +1.8% |
| 6M | +14.5% | +17.1% | -2.6% | +8.3% |
| YTD | +12.9% | +18.3% | -5.4% | +6.0% |
| 1Y | +19.4% | +23.9% | -4.5% | +10.0% |
| 3Y | +78.5% | +131.1% | -52.6% | +31.5% |
| 5Y | +81.8% | +71.1% | +10.7% | +47.4% |
| All | +81.8% | +71.1% | +10.6% | +47.4% |
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