+31.7%
SPGI vs XHB
+36.1%
-4.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | +0.3% | +1.3% | -1.0% | -0.1% |
| 30D | +18.4% | +7.8% | +10.6% | +16.1% |
| 3M | +15.7% | -5.5% | +21.2% | +17.1% |
| 6M | +17.3% | -2.6% | +19.9% | +17.3% |
| YTD | -4.7% | +0.4% | -5.1% | -6.4% |
| 1Y | +1.8% | -1.0% | +2.8% | +0.4% |
| 3Y | +31.7% | +37.3% | -5.6% | +14.5% |
| All | +31.7% | +36.1% | -4.4% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 3y: compounded portfolio wealth divided by compounded XHB 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…
3y analysis · Full analysis span regression · 6 months rolling