+14,839.3%
SPGI vs FITB
+2,854.6%
+11,984.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -1.4% | -0.6% | -0.8% | -1.2% |
| 30D | +15.3% | +7.0% | +8.2% | +13.4% |
| 3M | +16.5% | -4.8% | +21.3% | +17.8% |
| 6M | +19.8% | +13.5% | +6.3% | +16.0% |
| YTD | -3.2% | +19.1% | -22.3% | -7.8% |
| 1Y | +1.8% | +30.8% | -29.0% | -5.2% |
| 3Y | +30.6% | +141.6% | -111.0% | +3.8% |
| 5Y | +16.0% | +48.3% | -32.2% | +1.6% |
| 10Y | +338.6% | +215.9% | +122.6% | +202.4% |
| All | +14,839.3% | +2,854.6% | +11,984.6% | +6,253.7% |
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