+1,290.8%
SPGI vs XHB
+175.0%
+1,115.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -1.4% | -4.1% | +2.7% | +0.8% |
| 30D | +15.3% | +9.6% | +5.6% | +9.5% |
| 3M | +16.5% | -6.0% | +22.5% | +20.0% |
| 6M | +19.8% | +2.2% | +17.6% | +16.9% |
| YTD | -3.2% | +1.1% | -4.4% | -6.5% |
| 1Y | +1.8% | -1.7% | +3.5% | -0.3% |
| 3Y | +30.6% | +36.5% | -5.9% | +2.4% |
| 5Y | +16.0% | +33.5% | -17.4% | -9.6% |
| 10Y | +338.6% | +240.9% | +97.7% | +94.3% |
| All | +1,290.8% | +175.0% | +1,115.8% | +361.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling