+215.1%
XLF vs SPGI
+329.2%
-114.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | 0.0% |
| 7D | +1.2% | -0.8% | +2.1% | +1.7% |
| 30D | +6.2% | +14.3% | -8.1% | -1.1% |
| 3M | +0.9% | +14.5% | -13.6% | -6.4% |
| 6M | +13.6% | +17.3% | -3.6% | +3.2% |
| YTD | +7.6% | -4.6% | +12.2% | +8.0% |
| 1Y | +10.2% | +0.8% | +9.4% | +7.2% |
| 3Y | +79.8% | +28.8% | +51.1% | +50.0% |
| 5Y | +58.0% | +14.0% | +44.0% | +38.3% |
| All | +215.1% | +329.2% | -114.1% | +31.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling