+1,307.2%
SPGI vs XYL
+416.3%
+890.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | 0.0% |
| 7D | -0.9% | +2.1% | -2.9% | -1.8% |
| 30D | +15.5% | -3.4% | +18.9% | +16.4% |
| 3M | +15.7% | -17.2% | +32.9% | +24.9% |
| 6M | +19.1% | -12.0% | +31.1% | +24.4% |
| YTD | -4.1% | -26.3% | +22.2% | +8.7% |
| 1Y | +1.2% | -33.5% | +34.7% | +20.3% |
| 3Y | +31.6% | +6.4% | +25.2% | +23.1% |
| 5Y | +12.4% | -20.9% | +33.3% | +18.7% |
| 10Y | +334.3% | +120.8% | +213.4% | +181.5% |
| All | +1,307.2% | +416.3% | +890.9% | +585.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling