+15.8%
XLI vs SPGI
-18.0%
+33.8%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.0% | -1.5% |
| 7D | -0.6% | -3.1% | +2.5% | -0.5% |
| 30D | -6.9% | +2.0% | -9.0% | -6.9% |
| 3M | -1.9% | +4.3% | -6.3% | -1.8% |
| 6M | +1.0% | -0.2% | +1.3% | +1.3% |
| YTD | +11.3% | -14.8% | +26.1% | +12.3% |
| 1Y | +15.8% | -18.5% | +34.4% | +15.9% |
| All | +15.8% | -18.0% | +33.8% | +15.9% |
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