+135.9%
XLU vs SPGI
+292.2%
-156.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.6% | -7.4% | +5.8% | +0.7% |
| 30D | -3.3% | +0.4% | -3.7% | -3.6% |
| 3M | -3.2% | +5.3% | -8.4% | -5.2% |
| 6M | -7.0% | +1.7% | -8.6% | -8.3% |
| YTD | +0.6% | -16.4% | +17.0% | +5.0% |
| 1Y | +2.4% | -20.5% | +22.9% | +8.5% |
| 3Y | +46.3% | +14.2% | +32.0% | +34.3% |
| 5Y | +44.0% | +0.6% | +43.4% | +35.6% |
| All | +135.9% | +292.2% | -156.3% | +57.7% |
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