+8.6%
XLF vs SPGI
-20.0%
+28.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.1% |
| 7D | -2.9% | -8.9% | +6.0% | -0.8% |
| 30D | -1.6% | +0.6% | -2.3% | -1.8% |
| 3M | +9.3% | +2.0% | +7.3% | +8.4% |
| 6M | +14.6% | +0.1% | +14.5% | +13.9% |
| YTD | +4.7% | -16.4% | +21.1% | +8.1% |
| 1Y | +8.6% | -18.9% | +27.6% | +11.6% |
| All | +8.6% | -20.0% | +28.7% | +11.6% |
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