+1,314.1%
SPGI vs XYL
+403.7%
+910.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.6% |
| 7D | +1.6% | +0.6% | +1.0% | +1.3% |
| 30D | +16.1% | -5.7% | +21.8% | +18.2% |
| 3M | +15.5% | -19.8% | +35.2% | +26.5% |
| 6M | +19.6% | -14.2% | +33.8% | +26.4% |
| YTD | -3.6% | -28.1% | +24.5% | +10.5% |
| 1Y | +2.2% | -35.0% | +37.2% | +22.8% |
| 3Y | +30.1% | +2.1% | +28.0% | +24.1% |
| 5Y | +14.9% | -22.1% | +37.0% | +22.1% |
| 10Y | +334.0% | +107.0% | +227.0% | +189.1% |
| All | +1,314.1% | +403.7% | +910.3% | +596.7% |
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