-17.3%
SLB vs SPGI
+335.3%
-352.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.2% |
| 7D | -4.3% | +1.6% | -5.9% | -5.0% |
| 30D | +1.9% | +16.1% | -14.1% | -4.7% |
| 3M | -5.7% | +15.5% | -21.2% | -12.0% |
| 6M | -5.3% | +19.6% | -25.0% | -14.0% |
| YTD | +32.2% | -3.6% | +35.7% | +31.2% |
| 1Y | +38.5% | +2.2% | +36.3% | +33.5% |
| 3Y | +1.1% | +30.1% | -29.0% | -15.4% |
| 5Y | +70.3% | +14.9% | +55.3% | +48.1% |
| 10Y | -17.3% | +334.0% | -351.3% | -61.9% |
| All | -17.3% | +335.3% | -352.6% | -61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling