+14,609.4%
SPGI vs FITB
+2,780.8%
+11,828.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | +0.3% | -1.5% | +1.8% | +0.7% |
| 30D | +18.4% | +5.8% | +12.6% | +16.8% |
| 3M | +15.7% | -6.1% | +21.8% | +17.4% |
| 6M | +17.3% | +5.9% | +11.3% | +15.4% |
| YTD | -4.7% | +16.1% | -20.8% | -8.6% |
| 1Y | +1.8% | +28.8% | -27.0% | -4.8% |
| 3Y | +31.7% | +126.0% | -94.3% | +6.4% |
| 5Y | +12.1% | +45.3% | -33.2% | -1.4% |
| 10Y | +341.9% | +255.4% | +86.6% | +196.8% |
| All | +14,609.4% | +2,780.8% | +11,828.6% | +6,194.5% |
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 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