+1,101.4%
XLY vs SPGI
+2,746.8%
-1,645.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.2% | -0.2% |
| 7D | -2.1% | -3.1% | +1.0% | -0.8% |
| 30D | -6.0% | +2.0% | -8.1% | -7.0% |
| 3M | -2.7% | +4.3% | -7.1% | -5.3% |
| 6M | -1.5% | -0.2% | -1.2% | -2.5% |
| YTD | -5.4% | -14.8% | +9.4% | -0.5% |
| 1Y | -3.8% | -18.5% | +14.7% | +2.9% |
| 3Y | +36.6% | +16.0% | +20.6% | +23.9% |
| 5Y | +27.4% | +2.2% | +25.2% | +21.5% |
| 10Y | +218.2% | +296.4% | -78.2% | +64.6% |
| All | +1,101.4% | +2,746.8% | -1,645.4% | +141.8% |
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 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