+94.5%
XLK vs SPGI
+30.0%
+64.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.2% |
| 7D | +3.4% | +1.2% | +2.1% | +3.1% |
| 30D | -10.6% | +15.9% | -26.5% | -13.6% |
| 3M | -10.6% | +12.3% | -22.9% | -13.1% |
| 6M | -3.5% | +23.7% | -27.2% | -9.8% |
| YTD | +18.7% | -3.5% | +22.2% | +22.3% |
| 1Y | +19.4% | +0.4% | +19.0% | +20.4% |
| 3Y | +94.5% | +29.9% | +64.6% | +66.9% |
| All | +94.5% | +30.0% | +64.4% | +66.9% |
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 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