+334.3%
SPGI vs FITB
+247.7%
+86.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | -0.1% |
| 7D | -0.9% | -1.1% | +0.3% | -0.5% |
| 30D | +15.5% | +7.3% | +8.2% | +12.9% |
| 3M | +15.7% | -4.0% | +19.7% | +17.0% |
| 6M | +19.1% | +11.9% | +7.2% | +14.5% |
| YTD | -4.1% | +19.0% | -23.0% | -10.1% |
| 1Y | +1.2% | +31.0% | -29.8% | -8.3% |
| 3Y | +31.6% | +143.8% | -112.2% | -4.5% |
| 5Y | +12.4% | +48.9% | -36.4% | -6.8% |
| 10Y | +334.3% | +236.6% | +97.7% | +146.2% |
| All | +334.3% | +247.7% | +86.6% | +146.2% |
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