+1,117.4%
XLI vs SPGI
+2,918.0%
-1,800.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.0% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -5.9% | +8.4% | -14.4% | -9.2% |
| 3M | -0.3% | +11.8% | -12.1% | -5.6% |
| 6M | +0.1% | +5.7% | -5.6% | -3.4% |
| YTD | +13.6% | -9.7% | +23.3% | +15.9% |
| 1Y | +17.2% | -12.5% | +29.6% | +20.6% |
| 3Y | +68.2% | +21.8% | +46.4% | +49.7% |
| 5Y | +80.7% | +8.2% | +72.5% | +66.4% |
| 10Y | +253.3% | +309.5% | -56.3% | +85.7% |
| All | +1,117.4% | +2,918.0% | -1,800.5% | +176.3% |
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 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