+308.7%
SPGI vs XLB
+161.2%
+147.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.3% |
| 7D | +0.1% | -1.4% | +1.5% | +1.1% |
| 30D | +8.4% | -0.4% | +8.8% | +8.6% |
| 3M | +11.8% | +2.0% | +9.9% | +9.7% |
| 6M | +5.7% | +1.8% | +3.9% | +3.3% |
| YTD | -9.7% | +16.6% | -26.3% | -21.3% |
| 1Y | -12.5% | +16.9% | -29.4% | -24.1% |
| 3Y | +21.8% | +32.6% | -10.7% | -5.5% |
| 5Y | +8.2% | +35.6% | -27.5% | -18.2% |
| All | +308.7% | +161.2% | +147.5% | +72.8% |
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