+334.3%
SPGI vs XLB
+173.6%
+160.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | -0.7% |
| 7D | -0.9% | -1.4% | +0.5% | +0.2% |
| 30D | +15.5% | +7.1% | +8.4% | +9.8% |
| 3M | +15.7% | +0.6% | +15.1% | +15.0% |
| 6M | +19.1% | +3.5% | +15.6% | +15.4% |
| YTD | -4.1% | +18.2% | -22.3% | -17.2% |
| 1Y | +1.2% | +25.6% | -24.4% | -16.9% |
| 3Y | +31.6% | +46.7% | -15.1% | -5.9% |
| 5Y | +12.4% | +30.9% | -18.5% | -12.2% |
| 10Y | +334.3% | +167.7% | +166.5% | +85.8% |
| All | +334.3% | +173.6% | +160.7% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 10y: compounded portfolio wealth divided by compounded XLB 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…
10y analysis · Full analysis span regression · 6 months rolling