+338.6%
SPGI vs XLB
+164.1%
+174.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.4% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | +14.3% | +5.3% | +9.0% | +10.0% |
| 3M | +14.5% | 0.0% | +14.5% | +14.4% |
| 6M | +17.3% | +1.2% | +16.1% | +15.6% |
| YTD | -4.6% | +16.9% | -21.5% | -17.0% |
| 1Y | +0.8% | +20.9% | -20.1% | -14.7% |
| 3Y | +28.8% | +43.3% | -14.5% | -6.2% |
| 5Y | +14.0% | +28.3% | -14.4% | -9.7% |
| All | +338.6% | +164.1% | +174.5% | +92.0% |
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