+179.2%
XLE vs SPGI
+333.9%
-154.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.5% |
| 7D | +5.4% | +1.2% | +4.2% | +4.9% |
| 30D | -3.9% | +15.9% | -19.9% | -9.8% |
| 3M | +7.0% | +12.3% | -5.3% | +1.6% |
| 6M | +14.2% | +23.7% | -9.5% | +3.1% |
| YTD | +48.2% | -3.5% | +51.7% | +47.0% |
| 1Y | +47.7% | +0.4% | +47.3% | +43.6% |
| 3Y | +70.0% | +29.9% | +40.1% | +43.0% |
| 5Y | +169.1% | +15.2% | +153.9% | +134.8% |
| All | +179.2% | +333.9% | -154.7% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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