+64.0%
XLE vs SPGI
+31.5%
+32.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | -6.7% | +1.6% | -8.3% | -6.9% |
| 30D | -4.4% | +16.1% | -20.5% | -6.1% |
| 3M | +4.0% | +15.5% | -11.5% | +2.0% |
| 6M | +13.2% | +19.6% | -6.5% | +10.1% |
| YTD | +41.9% | -3.6% | +45.5% | +44.0% |
| 1Y | +41.6% | +2.2% | +39.4% | +41.0% |
| 3Y | +64.0% | +30.1% | +33.9% | +47.5% |
| All | +64.0% | +31.5% | +32.5% | +47.5% |
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