+643.4%
XLU vs SPGI
+2,918.0%
-2,274.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | -1.3% | +8.4% | -9.7% | -3.5% |
| 3M | -1.3% | +11.8% | -13.2% | -4.7% |
| 6M | -7.6% | +5.7% | -13.4% | -9.7% |
| YTD | +2.3% | -9.7% | +11.9% | +3.7% |
| 1Y | +5.8% | -12.5% | +18.2% | +7.9% |
| 3Y | +50.5% | +21.8% | +28.7% | +39.2% |
| 5Y | +44.1% | +8.2% | +35.9% | +35.9% |
| 10Y | +138.2% | +309.5% | -171.3% | +55.5% |
| All | +643.4% | +2,918.0% | -2,274.6% | +156.7% |
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 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