+135.3%
SPGI vs XLC
+142.6%
-7.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.9% |
| 7D | -2.5% | +0.6% | -3.1% | -2.9% |
| 30D | +5.4% | +0.2% | +5.2% | +5.2% |
| 3M | +9.0% | +0.6% | +8.4% | +8.4% |
| 6M | +0.8% | -4.5% | +5.3% | +4.1% |
| YTD | -12.6% | -4.7% | -7.8% | -9.4% |
| 1Y | -16.1% | -1.7% | -14.5% | -15.4% |
| 3Y | +19.0% | +72.3% | -53.3% | -22.5% |
| 5Y | +5.1% | +37.8% | -32.7% | -18.6% |
| All | +135.3% | +142.6% | -7.3% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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