+338.6%
SPGI vs XME
+266.4%
+72.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.8% |
| 7D | -0.8% | +5.3% | -6.2% | -2.4% |
| 30D | +14.3% | -8.2% | +22.5% | +16.8% |
| 3M | +14.5% | -18.4% | +32.9% | +20.6% |
| 6M | +17.3% | -22.8% | +40.1% | +24.5% |
| YTD | -4.6% | -7.9% | +3.3% | -5.6% |
| 1Y | +0.8% | -0.9% | +1.6% | -3.0% |
| 3Y | +28.8% | +96.0% | -67.2% | -5.6% |
| 5Y | +14.0% | +110.3% | -96.4% | -20.6% |
| All | +338.6% | +266.4% | +72.2% | +110.2% |
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