+14.7%
XLF vs SPGI
+3.2%
+11.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.4% | +0.2% | +2.7% |
| 7D | +5.5% | +7.2% | -1.7% | +3.7% |
| 30D | +9.9% | +23.2% | -13.3% | +4.5% |
| 3M | +2.6% | +17.0% | -14.4% | -1.3% |
| 6M | +15.6% | +20.4% | -4.8% | +10.0% |
| YTD | +9.4% | -1.9% | +11.3% | +8.4% |
| 1Y | +14.7% | +2.9% | +11.8% | +11.3% |
| All | +14.7% | +3.2% | +11.5% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling