+257.2%
XLI vs SPGI
+287.8%
-30.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.0% | -0.3% |
| 7D | -0.6% | -3.1% | +2.5% | +0.8% |
| 30D | -6.9% | +2.0% | -9.0% | -8.0% |
| 3M | -1.9% | +4.3% | -6.3% | -4.9% |
| 6M | +1.0% | -0.2% | +1.3% | -0.4% |
| YTD | +11.3% | -14.8% | +26.1% | +17.3% |
| 1Y | +15.8% | -18.5% | +34.4% | +24.3% |
| 3Y | +69.8% | +16.0% | +53.9% | +49.7% |
| 5Y | +80.9% | +2.2% | +78.7% | +66.8% |
| 10Y | +257.2% | +296.4% | -39.2% | +69.1% |
| All | +257.2% | +287.8% | -30.6% | +69.1% |
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