+0.4%
SPGI vs ITOT
+12.1%
-11.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +1.2% | +2.5% | -1.2% | +0.3% |
| 30D | +15.9% | -1.7% | +17.6% | +16.5% |
| 3M | +12.3% | -3.4% | +15.7% | +13.7% |
| 6M | +23.7% | +2.1% | +21.6% | +22.2% |
| YTD | -3.5% | +11.5% | -15.0% | -8.5% |
| 1Y | +0.4% | +13.6% | -13.2% | -5.0% |
| All | +0.4% | +12.1% | -11.7% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling