+508.9%
XLP vs SPGI
+2,918.0%
-2,409.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | -1.0% | +0.1% | -1.2% | -1.1% |
| 30D | -0.9% | +8.4% | -9.3% | -2.8% |
| 3M | +3.8% | +11.8% | -8.0% | +0.8% |
| 6M | -1.7% | +5.7% | -7.4% | -3.5% |
| YTD | +10.3% | -9.7% | +19.9% | +11.8% |
| 1Y | +7.8% | -12.5% | +20.3% | +9.9% |
| 3Y | +27.2% | +21.8% | +5.4% | +19.0% |
| 5Y | +32.5% | +8.2% | +24.3% | +26.0% |
| 10Y | +101.8% | +309.5% | -207.7% | +38.6% |
| All | +508.9% | +2,918.0% | -2,409.0% | +145.2% |
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