+811.4%
SPYM vs FITB
+156.3%
+655.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | +2.6% | +2.8% | -0.2% | +2.0% |
| 30D | -2.0% | +9.8% | -11.8% | -3.7% |
| 3M | -2.8% | -5.2% | +2.4% | -1.9% |
| 6M | +2.2% | +17.3% | -15.2% | -1.0% |
| YTD | +11.5% | +19.3% | -7.8% | +7.5% |
| 1Y | +13.5% | +32.7% | -19.2% | +7.3% |
| 3Y | +78.0% | +141.6% | -63.6% | +49.9% |
| 5Y | +73.1% | +48.9% | +24.3% | +56.9% |
| 10Y | +310.9% | +216.5% | +94.3% | +214.9% |
| All | +811.4% | +156.3% | +655.2% | +540.6% |
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