+11.7%
SPGI vs XLC
+34.6%
-22.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | +0.3% | +4.9% | -4.6% | -2.7% |
| 30D | +18.4% | -5.8% | +24.2% | +22.7% |
| 3M | +15.7% | -5.4% | +21.1% | +19.5% |
| 6M | +17.3% | -10.2% | +27.4% | +25.0% |
| YTD | -4.7% | -10.2% | +5.4% | +1.6% |
| 1Y | +1.8% | -5.6% | +7.4% | +5.2% |
| 3Y | +31.7% | +61.0% | -29.3% | -3.2% |
| All | +11.7% | +34.6% | -22.8% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling