+3,079.2%
SPGI vs XLB
+818.2%
+2,261.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.5% |
| 7D | +0.3% | -1.5% | +1.8% | +1.3% |
| 30D | +18.4% | +6.1% | +12.3% | +13.9% |
| 3M | +15.7% | 0.0% | +15.7% | +15.6% |
| 6M | +17.3% | 0.0% | +17.3% | +16.7% |
| YTD | -4.7% | +16.0% | -20.8% | -15.0% |
| 1Y | +1.8% | +24.7% | -22.9% | -13.6% |
| 3Y | +31.7% | +40.4% | -8.7% | +2.4% |
| 5Y | +12.1% | +30.7% | -18.6% | -8.7% |
| 10Y | +341.9% | +173.3% | +168.7% | +118.2% |
| All | +3,079.2% | +818.2% | +2,261.1% | +679.0% |
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 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