+139.5%
XLP vs SPGI
+333.9%
-194.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.1% |
| 7D | +2.5% | +1.2% | +1.3% | +2.2% |
| 30D | +7.3% | +15.9% | -8.6% | +2.8% |
| 3M | +8.1% | +12.3% | -4.2% | +4.4% |
| 6M | +10.5% | +23.7% | -13.2% | +3.4% |
| YTD | +21.2% | -3.5% | +24.7% | +21.0% |
| 1Y | +22.7% | +0.4% | +22.3% | +20.9% |
| 3Y | +44.8% | +29.9% | +14.9% | +29.9% |
| 5Y | +44.7% | +15.2% | +29.5% | +32.7% |
| All | +139.5% | +333.9% | -194.4% | +46.0% |
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