+1,024.7%
XLE vs SPGI
+2,918.0%
-1,893.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.2% |
| 7D | +2.2% | +0.1% | +2.1% | +2.0% |
| 30D | +11.8% | +8.4% | +3.4% | +7.9% |
| 3M | +9.8% | +11.8% | -2.0% | +3.9% |
| 6M | +15.6% | +5.7% | +9.9% | +11.4% |
| YTD | +45.3% | -9.7% | +54.9% | +47.8% |
| 1Y | +48.3% | -12.5% | +60.8% | +52.2% |
| 3Y | +55.4% | +21.8% | +33.6% | +36.9% |
| 5Y | +216.1% | +8.2% | +207.9% | +185.1% |
| 10Y | +178.4% | +309.5% | -131.1% | +40.6% |
| All | +1,024.7% | +2,918.0% | -1,893.2% | +145.5% |
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 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