+429.4%
XLF vs SPGI
+3,122.6%
-2,693.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.2% |
| 7D | +2.7% | +1.2% | +1.4% | +2.0% |
| 30D | +7.6% | +15.9% | -8.3% | -0.7% |
| 3M | +1.1% | +12.3% | -11.2% | -5.4% |
| 6M | +15.9% | +23.7% | -7.8% | +2.0% |
| YTD | +8.4% | -3.5% | +12.0% | +7.9% |
| 1Y | +12.5% | +0.4% | +12.1% | +9.4% |
| 3Y | +81.6% | +29.9% | +51.7% | +51.3% |
| 5Y | +59.3% | +15.2% | +44.1% | +38.8% |
| 10Y | +225.4% | +337.2% | -111.7% | +30.1% |
| All | +429.4% | +3,122.6% | -2,693.3% | -34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling