+561.3%
XLP vs SPGI
+3,114.6%
-2,553.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.2% | -0.3% |
| 7D | +3.5% | +2.6% | +0.9% | +2.9% |
| 30D | +11.6% | +19.3% | -7.7% | +7.0% |
| 3M | +7.6% | +15.5% | -7.8% | +3.9% |
| 6M | +10.0% | +18.3% | -8.3% | +5.3% |
| YTD | +19.7% | -3.8% | +23.5% | +19.5% |
| 1Y | +23.5% | +1.3% | +22.1% | +21.7% |
| 3Y | +44.0% | +33.6% | +10.4% | +31.8% |
| 5Y | +42.7% | +13.2% | +29.5% | +34.3% |
| 10Y | +131.3% | +346.3% | -215.0% | +55.7% |
| All | +561.3% | +3,114.6% | -2,553.3% | +162.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling