+73.8%
XLI vs SPGI
+14.7%
+59.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.2% |
| 7D | +0.9% | -1.4% | +2.3% | +1.4% |
| 30D | +1.1% | +15.3% | -14.2% | -3.9% |
| 3M | -7.7% | +16.5% | -24.2% | -12.8% |
| 6M | -1.8% | +19.8% | -21.7% | -8.9% |
| YTD | +11.1% | -3.2% | +14.3% | +11.6% |
| 1Y | +12.1% | +1.8% | +10.3% | +9.8% |
| 3Y | +73.8% | +30.6% | +43.3% | +49.1% |
| 5Y | +73.8% | +16.0% | +57.7% | +53.1% |
| All | +73.8% | +14.7% | +59.1% | +53.1% |
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 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