+896.5%
XLV vs SPGI
+2,746.8%
-1,850.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.2% | +0.5% |
| 7D | -3.7% | -3.1% | -0.6% | -2.7% |
| 30D | -1.1% | +2.0% | -3.1% | -1.9% |
| 3M | +8.2% | +4.3% | +3.9% | +6.2% |
| 6M | +8.9% | -0.2% | +9.1% | +8.2% |
| YTD | +8.5% | -14.8% | +23.3% | +12.8% |
| 1Y | +22.3% | -18.5% | +40.8% | +28.7% |
| 3Y | +32.6% | +16.0% | +16.7% | +23.0% |
| 5Y | +34.4% | +2.2% | +32.2% | +28.0% |
| 10Y | +175.4% | +296.4% | -121.0% | +65.6% |
| All | +896.5% | +2,746.8% | -1,850.3% | +166.3% |
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