+334.0%
SPGI vs XME
+270.2%
+63.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.1% |
| 7D | +1.6% | -0.2% | +1.7% | +1.5% |
| 30D | +16.1% | -9.2% | +25.2% | +19.0% |
| 3M | +15.5% | -17.8% | +33.2% | +21.3% |
| 6M | +19.6% | -20.0% | +39.7% | +25.6% |
| YTD | -3.6% | -6.6% | +3.0% | -5.0% |
| 1Y | +2.2% | +1.8% | +0.5% | -2.4% |
| 3Y | +30.1% | +98.7% | -68.6% | -4.9% |
| 5Y | +14.9% | +123.9% | -109.0% | -21.6% |
| 10Y | +334.0% | +277.9% | +56.1% | +109.7% |
| All | +334.0% | +270.2% | +63.8% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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