-18.9%
SPGI vs ITOT
+16.9%
-35.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | -8.9% | -2.0% | -6.9% | -8.3% |
| 30D | +0.6% | -2.0% | +2.6% | +1.3% |
| 3M | +2.0% | +4.5% | -2.6% | +0.5% |
| 6M | +0.1% | +12.6% | -12.6% | -5.4% |
| YTD | -16.4% | +12.0% | -28.4% | -20.0% |
| 1Y | -18.9% | +17.3% | -36.2% | -23.4% |
| All | -18.9% | +16.9% | -35.9% | -23.4% |
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