+120.7%
XLK vs SPGI
+16.0%
+104.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.7% |
| 7D | +2.3% | -3.1% | +5.4% | +3.1% |
| 30D | +0.8% | +2.0% | -1.2% | +0.1% |
| 3M | +4.1% | +4.3% | -0.3% | +1.9% |
| 6M | +34.8% | -0.2% | +35.0% | +33.8% |
| YTD | +30.8% | -14.8% | +45.6% | +38.5% |
| 1Y | +42.4% | -18.5% | +60.9% | +54.4% |
| All | +120.7% | +16.0% | +104.7% | +98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling