+9.5%
SPGI vs FITB
+71.5%
-62.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +0.1% | +0.6% | -0.5% | 0.0% |
| 30D | +8.4% | -4.7% | +13.1% | +9.8% |
| 3M | +11.8% | +6.7% | +5.2% | +9.6% |
| 6M | +5.7% | +12.6% | -6.8% | +1.8% |
| YTD | -9.7% | +19.1% | -28.8% | -14.8% |
| 1Y | -12.5% | +22.6% | -35.1% | -18.4% |
| 3Y | +21.8% | +127.1% | -105.3% | -6.8% |
| All | +9.5% | +71.5% | -62.0% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling