+29.9%
SPGI vs XRT
+58.7%
-28.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | +1.2% | +1.7% | -0.5% | +0.5% |
| 30D | +15.9% | +7.5% | +8.4% | +12.7% |
| 3M | +12.3% | +2.2% | +10.1% | +11.2% |
| 6M | +23.7% | +14.7% | +9.0% | +17.2% |
| YTD | -3.5% | +7.5% | -11.0% | -6.4% |
| 1Y | +0.4% | +14.1% | -13.7% | -4.6% |
| 3Y | +29.9% | +58.8% | -28.9% | +9.8% |
| All | +29.9% | +58.7% | -28.8% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling