+20.4%
XLV vs SPGI
-19.0%
+39.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.6% | -7.4% | +3.8% | -2.7% |
| 30D | -1.8% | +0.4% | -2.2% | -1.8% |
| 3M | +7.8% | +5.3% | +2.5% | +7.1% |
| 6M | +9.1% | +1.7% | +7.4% | +8.7% |
| YTD | +7.7% | -16.4% | +24.1% | +9.7% |
| 1Y | +20.4% | -20.5% | +40.9% | +21.7% |
| All | +20.4% | -19.0% | +39.5% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling