+1,198.3%
SPGI vs XHB
+173.9%
+1,024.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.5% | -2.1% |
| 7D | +0.1% | -1.3% | +1.4% | +0.8% |
| 30D | +8.4% | -6.9% | +15.3% | +12.5% |
| 3M | +11.8% | -1.3% | +13.1% | +11.6% |
| 6M | +5.7% | -6.8% | +12.5% | +8.0% |
| YTD | -9.7% | +0.7% | -10.4% | -12.3% |
| 1Y | -12.5% | -11.2% | -1.2% | -9.3% |
| 3Y | +21.8% | +25.3% | -3.5% | +0.4% |
| 5Y | +8.2% | +37.3% | -29.1% | -17.0% |
| 10Y | +309.5% | +211.5% | +98.0% | +90.9% |
| All | +1,198.3% | +173.9% | +1,024.4% | +333.0% |
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