+1.8%
SPGI vs XLB
+23.8%
-22.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.8% |
| 7D | +0.3% | -1.5% | +1.8% | +0.7% |
| 30D | +18.4% | +6.1% | +12.3% | +17.6% |
| 3M | +15.7% | 0.0% | +15.7% | +15.6% |
| 6M | +17.3% | 0.0% | +17.3% | +17.1% |
| YTD | -4.7% | +16.0% | -20.8% | -10.2% |
| 1Y | +1.8% | +24.7% | -22.9% | -7.3% |
| All | +1.8% | +23.8% | -22.0% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling