+295.5%
SPGI vs FITB
+285.0%
+10.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.0% |
| 7D | -2.5% | +2.8% | -5.3% | -3.4% |
| 30D | +5.4% | -4.5% | +9.9% | +6.9% |
| 3M | +9.0% | +5.7% | +3.4% | +6.9% |
| 6M | +0.8% | +17.1% | -16.3% | -4.6% |
| YTD | -12.6% | +18.3% | -30.9% | -17.9% |
| 1Y | -16.1% | +23.9% | -40.0% | -22.6% |
| 3Y | +19.0% | +131.1% | -112.1% | -12.2% |
| 5Y | +5.1% | +71.1% | -66.0% | -17.2% |
| 10Y | +295.5% | +283.9% | +11.6% | +109.6% |
| All | +295.5% | +285.0% | +10.4% | +109.6% |
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 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