+48.2%
XLU vs SPGI
+16.0%
+32.2%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.8% |
| 7D | +0.6% | -3.1% | +3.7% | +1.1% |
| 30D | -0.4% | +2.0% | -2.5% | -0.8% |
| 3M | -1.7% | +4.3% | -6.1% | -2.6% |
| 6M | -7.1% | -0.2% | -6.9% | -7.3% |
| YTD | +1.9% | -14.8% | +16.7% | +4.9% |
| 1Y | +6.1% | -18.5% | +24.7% | +10.8% |
| All | +48.2% | +16.0% | +32.2% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling