+1,294.8%
SPGI vs XME
+169.9%
+1,124.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.4% | -4.3% | -2.2% |
| 7D | +0.3% | -4.5% | +4.7% | +1.9% |
| 30D | +18.4% | -10.9% | +29.2% | +23.1% |
| 3M | +15.7% | -15.3% | +31.0% | +21.8% |
| 6M | +17.3% | -24.6% | +41.9% | +27.3% |
| YTD | -4.7% | -9.6% | +4.9% | -4.9% |
| 1Y | +1.8% | +2.9% | -1.1% | -3.7% |
| 3Y | +31.7% | +86.9% | -55.2% | -4.7% |
| 5Y | +12.1% | +115.2% | -103.1% | -25.7% |
| 10Y | +341.9% | +305.7% | +36.2% | +105.2% |
| All | +1,294.8% | +169.9% | +1,124.9% | +431.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling