+101.4%
XLP vs SPGI
+308.9%
-207.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.3% |
| 7D | -1.0% | +0.1% | -1.2% | -1.1% |
| 30D | -0.9% | +8.4% | -9.3% | -3.2% |
| 3M | +3.8% | +11.8% | -8.0% | +0.1% |
| 6M | -1.7% | +5.7% | -7.4% | -3.9% |
| YTD | +10.3% | -9.7% | +19.9% | +12.3% |
| 1Y | +7.8% | -12.5% | +20.3% | +10.6% |
| 3Y | +27.2% | +21.8% | +5.4% | +16.1% |
| 5Y | +32.5% | +8.2% | +24.3% | +23.5% |
| All | +101.4% | +308.9% | -207.5% | +22.1% |
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 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