+334.3%
SPGI vs XRT
+163.3%
+171.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | -0.9% |
| 7D | -0.9% | +2.5% | -3.3% | -2.0% |
| 30D | +15.5% | +10.3% | +5.2% | +10.6% |
| 3M | +15.7% | +2.4% | +13.3% | +14.4% |
| 6M | +19.1% | +10.0% | +9.1% | +13.8% |
| YTD | -4.1% | +9.5% | -13.6% | -8.2% |
| 1Y | +1.2% | +17.2% | -16.0% | -6.0% |
| 3Y | +31.6% | +62.0% | -30.4% | +3.6% |
| 5Y | +12.4% | -2.1% | +14.5% | +8.1% |
| 10Y | +334.3% | +152.6% | +181.7% | +115.1% |
| All | +334.3% | +163.3% | +171.0% | +115.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling