+3.6%
XLY vs SPGI
+3.2%
+0.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.4% | +0.9% | +3.7% |
| 7D | +6.1% | +7.2% | -1.1% | +4.8% |
| 30D | +10.8% | +23.2% | -12.4% | +7.1% |
| 3M | +3.6% | +17.0% | -13.4% | +1.0% |
| 6M | +4.4% | +20.4% | -16.1% | +1.1% |
| YTD | +3.1% | -1.9% | +5.0% | +3.3% |
| 1Y | +3.6% | +2.9% | +0.7% | +2.8% |
| All | +3.6% | +3.2% | +0.4% | +2.8% |
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