-17.4%
SPGI vs XYZ
+4.8%
-22.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +1.2% |
| 6M | -0.2% | +21.1% | -21.4% | -4.6% |
| YTD | -14.8% | +22.0% | -36.8% | -19.0% |
| All | -17.4% | +4.8% | -22.1% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling