+5.1%
SPGI vs XME
+179.6%
-174.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.4% |
| 7D | -2.5% | +3.6% | -6.1% | -3.2% |
| 30D | +5.4% | +3.6% | +1.8% | +4.4% |
| 3M | +9.0% | +1.2% | +7.8% | +8.3% |
| 6M | +0.8% | +9.0% | -8.3% | -2.4% |
| YTD | -12.6% | +15.9% | -28.5% | -17.4% |
| 1Y | -16.1% | +43.2% | -59.3% | -26.4% |
| 3Y | +19.0% | +137.4% | -118.4% | -13.5% |
| 5Y | +5.1% | +185.0% | -180.0% | -26.5% |
| All | +5.1% | +179.6% | -174.6% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling