+46.2%
SLB vs SPGI
+3.2%
+43.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.4% | -4.5% | -1.0% |
| 7D | -4.1% | +7.2% | -11.3% | -4.0% |
| 30D | +2.5% | +23.2% | -20.7% | +2.7% |
| 3M | +2.0% | +17.0% | -15.0% | +2.0% |
| 6M | -6.3% | +20.4% | -26.8% | -6.1% |
| YTD | +36.5% | -1.9% | +38.4% | +37.5% |
| 1Y | +46.2% | +2.9% | +43.3% | +41.9% |
| All | +46.2% | +3.2% | +43.0% | +41.9% |
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