+338.6%
SPGI vs FITB
+226.2%
+112.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | -1.4% | -0.6% | -0.8% | -1.2% |
| 30D | +15.3% | +7.0% | +8.2% | +12.8% |
| 3M | +16.5% | -4.8% | +21.3% | +18.2% |
| 6M | +19.8% | +13.5% | +6.3% | +14.7% |
| YTD | -3.2% | +19.1% | -22.3% | -9.4% |
| 1Y | +1.8% | +30.8% | -29.0% | -7.7% |
| 3Y | +30.6% | +141.6% | -111.0% | -5.0% |
| 5Y | +16.0% | +48.3% | -32.2% | -3.7% |
| 10Y | +338.6% | +215.9% | +122.6% | +148.5% |
| All | +338.6% | +226.2% | +112.4% | +148.5% |
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