+64.4%
XLF vs SPGI
+1.6%
+62.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.1% | +0.7% |
| 7D | -1.0% | -3.1% | +2.1% | +0.3% |
| 30D | -1.3% | +2.0% | -3.3% | -2.3% |
| 3M | +9.1% | +4.3% | +4.8% | +6.4% |
| 6M | +14.4% | -0.2% | +14.6% | +13.4% |
| YTD | +5.1% | -14.8% | +19.9% | +11.4% |
| 1Y | +8.6% | -18.5% | +27.2% | +17.4% |
| 3Y | +74.4% | +16.0% | +58.5% | +57.1% |
| 5Y | +64.4% | +2.2% | +62.2% | +49.6% |
| All | +64.4% | +1.6% | +62.7% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling