+5.1%
SPGI vs XYZ
-69.7%
+74.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -2.6% |
| 7D | -2.5% | +2.9% | -5.3% | -3.0% |
| 30D | +5.4% | +1.4% | +4.0% | +5.0% |
| 3M | +9.0% | +14.6% | -5.5% | +6.0% |
| 6M | +0.8% | +20.8% | -20.0% | -3.3% |
| YTD | -12.6% | +23.1% | -35.6% | -16.7% |
| 1Y | -16.1% | +5.6% | -21.8% | -18.3% |
| 3Y | +19.0% | +50.9% | -31.9% | +2.7% |
| 5Y | +5.1% | -68.6% | +73.6% | +17.2% |
| All | +5.1% | -69.7% | +74.8% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling