+173.9%
XLE vs SPGI
+337.7%
-163.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | -0.2% | -1.4% | +1.1% | +0.3% |
| 30D | -4.0% | +15.3% | -19.3% | -9.6% |
| 3M | +4.6% | +16.5% | -11.9% | -2.2% |
| 6M | +12.3% | +19.8% | -7.5% | +2.7% |
| YTD | +44.5% | -3.2% | +47.8% | +43.2% |
| 1Y | +42.4% | +1.8% | +40.6% | +37.7% |
| 3Y | +67.0% | +30.6% | +36.4% | +40.2% |
| 5Y | +161.9% | +16.0% | +145.9% | +127.7% |
| 10Y | +173.9% | +338.6% | -164.7% | +32.0% |
| All | +173.9% | +337.7% | -163.8% | +32.0% |
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