+343.3%
SPGI vs ITOT
+287.5%
+55.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.5% |
| 7D | +1.2% | +2.5% | -1.2% | -1.2% |
| 30D | +15.9% | -1.7% | +17.6% | +17.5% |
| 3M | +12.3% | -3.4% | +15.7% | +15.7% |
| 6M | +23.7% | +2.1% | +21.6% | +20.2% |
| YTD | -3.5% | +11.5% | -15.0% | -14.3% |
| 1Y | +0.4% | +13.6% | -13.2% | -12.5% |
| 3Y | +29.9% | +77.2% | -47.3% | -29.5% |
| 5Y | +15.2% | +64.4% | -49.2% | -32.3% |
| All | +343.3% | +287.5% | +55.8% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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