+58.1%
XLE vs SPGI
+32.5%
+25.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -12.0% | +0.3% | -12.3% | -12.0% |
| 30D | -2.7% | +18.4% | -21.1% | -4.7% |
| 3M | +6.6% | +15.7% | -9.1% | +4.5% |
| 6M | +9.5% | +17.3% | -7.7% | +6.8% |
| YTD | +40.6% | -4.7% | +45.3% | +42.8% |
| 1Y | +43.6% | +1.8% | +41.8% | +42.8% |
| 3Y | +58.1% | +31.7% | +26.4% | +36.3% |
| All | +58.1% | +32.5% | +25.5% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling