+3,017.7%
SPY vs FITB
+1,227.3%
+1,790.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.6% | +0.5% | -1.1% | -0.7% |
| 30D | -3.7% | +7.0% | -10.7% | -5.2% |
| 3M | -2.7% | -4.4% | +1.6% | -1.8% |
| 6M | +2.2% | +11.6% | -9.4% | -0.6% |
| YTD | +10.8% | +18.6% | -7.8% | +6.0% |
| 1Y | +11.2% | +29.8% | -18.6% | +4.1% |
| 3Y | +76.5% | +140.7% | -64.2% | +42.1% |
| 5Y | +72.9% | +48.6% | +24.3% | +52.7% |
| 10Y | +304.8% | +224.4% | +80.4% | +184.4% |
| All | +3,017.7% | +1,227.3% | +1,790.4% | +1,183.9% |
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