+988.5%
XLE vs SPGI
+3,114.6%
-2,126.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.0% | -2.2% |
| 7D | -10.3% | +2.6% | -12.9% | -11.3% |
| 30D | -3.3% | +19.3% | -22.6% | -10.2% |
| 3M | +8.2% | +15.5% | -7.3% | +1.4% |
| 6M | +5.0% | +18.3% | -13.3% | -3.4% |
| YTD | +40.6% | -3.8% | +44.4% | +38.9% |
| 1Y | +45.0% | +1.3% | +43.7% | +40.1% |
| 3Y | +56.3% | +33.6% | +22.7% | +32.3% |
| 5Y | +152.2% | +13.2% | +139.1% | +123.4% |
| 10Y | +173.0% | +346.3% | -173.3% | +32.6% |
| All | +988.5% | +3,114.6% | -2,126.1% | +130.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling