+788.5%
XLK vs SPGI
+292.2%
+496.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.3% | +1.3% |
| 7D | +0.2% | -7.4% | +7.6% | +4.5% |
| 30D | -0.6% | +0.4% | -1.0% | -1.2% |
| 3M | +2.6% | +5.3% | -2.7% | -2.2% |
| 6M | +34.0% | +1.7% | +32.3% | +29.4% |
| YTD | +30.7% | -16.4% | +47.0% | +40.1% |
| 1Y | +39.2% | -20.5% | +59.7% | +52.9% |
| 3Y | +120.4% | +14.2% | +106.2% | +89.2% |
| 5Y | +148.8% | +0.6% | +148.2% | +128.0% |
| All | +788.5% | +292.2% | +496.3% | +285.4% |
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