+38.5%
SLB vs SPGI
+2.3%
+36.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -0.9% |
| 7D | -4.3% | +1.6% | -5.9% | -4.2% |
| 30D | +1.9% | +16.1% | -14.1% | +2.1% |
| 3M | -5.7% | +15.5% | -21.2% | -5.7% |
| 6M | -5.3% | +19.6% | -25.0% | -5.2% |
| YTD | +32.2% | -3.6% | +35.7% | +32.6% |
| 1Y | +38.5% | +2.2% | +36.3% | +32.1% |
| All | +38.5% | +2.3% | +36.2% | +32.1% |
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