+42.0%
XLP vs SPGI
+11.1%
+30.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | +0.7% | +0.3% | +0.5% | +0.7% |
| 30D | +10.3% | +18.4% | -8.1% | +6.1% |
| 3M | +6.5% | +15.7% | -9.2% | +2.9% |
| 6M | +8.4% | +17.3% | -8.9% | +4.1% |
| YTD | +18.2% | -4.7% | +22.9% | +18.8% |
| 1Y | +22.4% | +1.8% | +20.6% | +20.6% |
| 3Y | +41.9% | +31.7% | +10.2% | +28.2% |
| All | +42.0% | +11.1% | +30.9% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling