+295.5%
SPGI vs XRT
+123.1%
+172.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.3% |
| 7D | -2.5% | -0.3% | -2.2% | -2.4% |
| 30D | +5.4% | -5.6% | +11.0% | +8.1% |
| 3M | +9.0% | +2.5% | +6.5% | +7.7% |
| 6M | +0.8% | +3.7% | -2.9% | -1.1% |
| YTD | -12.6% | +1.0% | -13.5% | -13.2% |
| 1Y | -16.1% | -1.2% | -14.9% | -16.2% |
| 3Y | +19.0% | +43.4% | -24.4% | -1.1% |
| 5Y | +5.1% | -0.7% | +5.8% | +0.1% |
| 10Y | +295.5% | +123.7% | +171.8% | +110.4% |
| All | +295.5% | +123.1% | +172.3% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded XRT 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling