+649.7%
XLU vs SPGI
+2,821.3%
-2,171.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.7% |
| 7D | +2.1% | -2.5% | +4.6% | +2.7% |
| 30D | -0.4% | +5.4% | -5.8% | -1.9% |
| 3M | +0.5% | +9.0% | -8.6% | -2.3% |
| 6M | -5.8% | +0.8% | -6.6% | -6.7% |
| YTD | +3.1% | -12.6% | +15.7% | +5.5% |
| 1Y | +8.1% | -16.1% | +24.2% | +11.5% |
| 3Y | +50.5% | +19.0% | +31.5% | +40.0% |
| 5Y | +44.7% | +5.1% | +39.7% | +37.5% |
| 10Y | +136.8% | +295.5% | -158.6% | +56.0% |
| All | +649.7% | +2,821.3% | -2,171.6% | +161.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling