+130.8%
SLB vs SPGI
+8.3%
+122.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +0.5% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +15.8% | +8.4% | +7.4% | +13.7% |
| 3M | -0.3% | +11.8% | -12.2% | -3.1% |
| 6M | +21.3% | +5.7% | +15.6% | +19.3% |
| YTD | +52.3% | -9.7% | +62.0% | +55.4% |
| 1Y | +63.6% | -12.5% | +76.1% | +68.1% |
| 3Y | +3.8% | +21.8% | -18.1% | -2.3% |
| All | +130.8% | +8.3% | +122.5% | +109.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling