+440.3%
SPGI vs XYZ
+638.9%
-198.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.4% |
| 7D | +0.1% | -1.0% | +1.1% | +0.2% |
| 30D | +8.4% | -1.7% | +10.1% | +8.6% |
| 3M | +11.8% | +16.7% | -4.9% | +7.9% |
| 6M | +5.7% | +26.9% | -21.1% | -0.1% |
| YTD | -9.7% | +27.1% | -36.8% | -15.1% |
| 1Y | -12.5% | +9.3% | -21.7% | -15.6% |
| 3Y | +21.8% | +42.3% | -20.5% | +5.0% |
| 5Y | +8.2% | -69.3% | +77.5% | +20.0% |
| 10Y | +309.5% | +586.8% | -277.3% | +126.4% |
| All | +440.3% | +638.9% | -198.7% | +183.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling