+59.0%
XLF vs SPGI
+13.6%
+45.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | +1.9% | +1.6% | +0.3% | +1.3% |
| 30D | +6.5% | +16.1% | -9.6% | -0.2% |
| 3M | +1.2% | +15.5% | -14.3% | -5.2% |
| 6M | +14.6% | +19.6% | -5.1% | +4.9% |
| YTD | +7.7% | -3.6% | +11.3% | +8.2% |
| 1Y | +11.8% | +2.2% | +9.6% | +8.9% |
| 3Y | +80.1% | +30.1% | +50.0% | +53.8% |
| 5Y | +59.0% | +14.9% | +44.1% | +37.3% |
| All | +59.0% | +13.6% | +45.4% | +37.3% |
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 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