+338.6%
SPGI vs XYZ
+637.1%
-298.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -1.4% | -2.2% | +0.8% | -0.9% |
| 30D | +15.3% | +11.6% | +3.7% | +12.3% |
| 3M | +16.5% | +8.4% | +8.1% | +14.0% |
| 6M | +19.8% | +17.2% | +2.7% | +15.0% |
| YTD | -3.2% | +31.7% | -34.9% | -10.1% |
| 1Y | +1.8% | +30.1% | -28.3% | -5.4% |
| 3Y | +30.6% | +66.4% | -35.9% | +8.3% |
| 5Y | +16.0% | -62.2% | +78.2% | +23.6% |
| 10Y | +338.6% | +621.5% | -283.0% | +134.8% |
| All | +338.6% | +637.1% | -298.5% | +134.8% |
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