+2,914.2%
SPGI vs XLB
+822.6%
+2,091.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.3% |
| 7D | +0.1% | -1.4% | +1.5% | +1.0% |
| 30D | +8.4% | -0.4% | +8.8% | +8.5% |
| 3M | +11.8% | +2.0% | +9.9% | +9.9% |
| 6M | +5.7% | +1.8% | +3.9% | +3.6% |
| YTD | -9.7% | +16.6% | -26.3% | -19.7% |
| 1Y | -12.5% | +16.9% | -29.4% | -22.5% |
| 3Y | +21.8% | +32.6% | -10.7% | -1.5% |
| 5Y | +8.2% | +35.6% | -27.5% | -14.2% |
| 10Y | +309.5% | +160.0% | +149.5% | +108.7% |
| All | +2,914.2% | +822.6% | +2,091.6% | +635.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling