+1,222.3%
SPGI vs XME
+242.3%
+980.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +8.4% | +6.0% | +2.4% | +5.7% |
| 3M | +11.8% | -7.7% | +19.6% | +13.8% |
| 6M | +5.7% | +1.0% | +4.8% | +3.0% |
| YTD | -9.7% | +14.6% | -24.3% | -17.0% |
| 1Y | -12.5% | +46.0% | -58.4% | -27.6% |
| 3Y | +21.8% | +127.0% | -105.2% | -17.4% |
| 5Y | +8.2% | +175.8% | -167.6% | -34.5% |
| 10Y | +309.5% | +414.6% | -105.1% | +74.6% |
| All | +1,222.3% | +242.3% | +980.0% | +364.3% |
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