+295.5%
SPGI vs XYL
+141.5%
+154.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.0% | -6.2% | -4.7% |
| 7D | -2.5% | +1.8% | -4.3% | -3.4% |
| 30D | +5.4% | -9.2% | +14.6% | +10.3% |
| 3M | +9.0% | -0.3% | +9.3% | +8.4% |
| 6M | +0.8% | -11.0% | +11.7% | +5.6% |
| YTD | -12.6% | -19.2% | +6.6% | -3.6% |
| 1Y | -16.1% | -21.2% | +5.1% | -6.7% |
| 3Y | +19.0% | +18.6% | +0.4% | +5.4% |
| 5Y | +5.1% | -14.3% | +19.4% | +7.8% |
| 10Y | +295.5% | +141.0% | +154.4% | +145.3% |
| All | +295.5% | +141.5% | +154.0% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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