+296.4%
SPGI vs XYZ
+580.4%
-283.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.4% |
| 7D | -3.1% | -3.7% | +0.6% | -2.3% |
| 30D | +2.0% | +0.5% | +1.5% | +1.8% |
| 3M | +4.3% | +16.3% | -11.9% | +0.7% |
| 6M | -0.2% | +21.1% | -21.4% | -4.9% |
| YTD | -14.8% | +22.0% | -36.8% | -19.3% |
| 1Y | -18.5% | +5.2% | -23.7% | -20.9% |
| 3Y | +16.0% | +49.6% | -33.6% | -1.7% |
| 5Y | +2.2% | -68.4% | +70.6% | +13.5% |
| 10Y | +296.4% | +604.5% | -308.1% | +114.7% |
| All | +296.4% | +580.4% | -283.9% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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