+19.0%
SPGI vs XHB
+26.5%
-7.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -2.5% |
| 7D | -2.5% | +0.2% | -2.7% | -2.5% |
| 30D | +5.4% | -9.1% | +14.5% | +8.1% |
| 3M | +9.0% | -2.3% | +11.4% | +9.2% |
| 6M | +0.8% | -4.1% | +4.9% | +1.1% |
| YTD | -12.6% | -1.7% | -10.9% | -13.6% |
| 1Y | -16.1% | -15.1% | -1.0% | -12.8% |
| 3Y | +19.0% | +26.8% | -7.8% | +0.5% |
| All | +19.0% | +26.5% | -7.5% | +0.5% |
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