+163.9%
XLE vs SPGI
+335.6%
-171.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -7.9% | -0.9% | -7.0% | -7.7% |
| 30D | -4.8% | +15.5% | -20.3% | -10.4% |
| 3M | +8.4% | +15.7% | -7.3% | +1.6% |
| 6M | +12.7% | +19.1% | -6.4% | +3.3% |
| YTD | +41.3% | -4.1% | +45.3% | +40.4% |
| 1Y | +42.3% | +1.2% | +41.1% | +37.8% |
| 3Y | +65.1% | +31.6% | +33.5% | +37.9% |
| 5Y | +150.2% | +12.4% | +137.7% | +121.2% |
| 10Y | +163.9% | +334.3% | -170.4% | +27.0% |
| All | +163.9% | +335.6% | -171.7% | +27.0% |
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