+318.0%
SPYM vs FITB
+290.8%
+27.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | -1.1% | -5.7% | +4.6% | +0.7% |
| 3M | +3.9% | +3.2% | +0.7% | +2.6% |
| 6M | +13.6% | +23.4% | -9.8% | +5.8% |
| YTD | +12.7% | +18.8% | -6.1% | +5.8% |
| 1Y | +17.6% | +25.0% | -7.4% | +8.3% |
| 3Y | +77.2% | +131.2% | -54.0% | +31.5% |
| 5Y | +84.1% | +70.7% | +13.4% | +47.1% |
| All | +318.0% | +290.8% | +27.3% | +141.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling