+149.9%
XLE vs SPGI
+11.1%
+138.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -12.0% | +0.3% | -12.3% | -12.1% |
| 30D | -2.7% | +18.4% | -21.1% | -5.9% |
| 3M | +6.6% | +15.7% | -9.1% | +3.4% |
| 6M | +9.5% | +17.3% | -7.7% | +5.5% |
| YTD | +40.6% | -4.7% | +45.3% | +41.5% |
| 1Y | +43.6% | +1.8% | +41.8% | +41.8% |
| 3Y | +58.1% | +31.7% | +26.4% | +44.2% |
| All | +149.9% | +11.1% | +138.8% | +134.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling