+1.9%
SLB vs SPGI
+30.4%
-28.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.8% | +2.1% |
| 7D | -1.2% | -1.4% | +0.2% | -0.9% |
| 30D | +4.5% | +15.3% | -10.8% | +1.7% |
| 3M | -4.6% | +16.5% | -21.1% | -7.6% |
| 6M | -6.3% | +19.8% | -26.1% | -10.1% |
| YTD | +35.0% | -3.2% | +38.2% | +37.5% |
| 1Y | +38.8% | +1.8% | +37.0% | +38.4% |
| All | +1.9% | +30.4% | -28.5% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling