+246.5%
XLF vs SPGI
+291.9%
-45.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.7% |
| 7D | -2.9% | -8.9% | +6.0% | +2.0% |
| 30D | -1.6% | +0.6% | -2.3% | -2.2% |
| 3M | +9.3% | +2.0% | +7.3% | +7.1% |
| 6M | +14.6% | +0.1% | +14.5% | +13.1% |
| YTD | +4.7% | -16.4% | +21.1% | +12.9% |
| 1Y | +8.6% | -18.9% | +27.6% | +18.6% |
| 3Y | +73.9% | +13.8% | +60.1% | +54.7% |
| 5Y | +65.0% | +0.5% | +64.5% | +54.0% |
| All | +246.5% | +291.9% | -45.4% | +57.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling