+1,842.4%
SPGI vs ITOT
+896.7%
+945.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.2% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +8.4% | 0.0% | +8.4% | +8.4% |
| 3M | +11.8% | +2.0% | +9.9% | +8.9% |
| 6M | +5.7% | +13.0% | -7.3% | -8.5% |
| YTD | -9.7% | +14.0% | -23.6% | -22.4% |
| 1Y | -12.5% | +19.9% | -32.4% | -29.3% |
| 3Y | +21.8% | +75.8% | -54.0% | -36.8% |
| 5Y | +8.2% | +73.8% | -65.7% | -43.6% |
| 10Y | +309.5% | +295.9% | +13.6% | -18.2% |
| All | +1,842.4% | +896.7% | +945.7% | +39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling