+1,974.1%
SPGI vs ITOT
+875.1%
+1,099.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.5% |
| 7D | +1.2% | +2.5% | -1.2% | -1.5% |
| 30D | +15.9% | -1.7% | +17.6% | +17.7% |
| 3M | +12.3% | -3.4% | +15.7% | +16.1% |
| 6M | +23.7% | +2.1% | +21.6% | +19.7% |
| YTD | -3.5% | +11.5% | -15.0% | -15.5% |
| 1Y | +0.4% | +13.6% | -13.2% | -14.0% |
| 3Y | +29.9% | +77.2% | -47.3% | -33.7% |
| 5Y | +15.2% | +64.4% | -49.2% | -36.3% |
| 10Y | +337.2% | +288.6% | +48.6% | -11.3% |
| All | +1,974.1% | +875.1% | +1,099.0% | +52.4% |
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 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