+62.5%
SLB vs SPGI
+11.1%
+51.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +0.8% |
| 7D | -7.1% | +0.3% | -7.4% | -7.2% |
| 30D | +4.1% | +18.4% | -14.3% | +0.3% |
| 3M | -2.6% | +15.7% | -18.3% | -5.9% |
| 6M | -8.6% | +17.3% | -25.8% | -12.3% |
| YTD | +32.2% | -4.7% | +36.9% | +33.3% |
| 1Y | +40.7% | +1.8% | +38.8% | +39.0% |
| 3Y | -4.5% | +31.7% | -36.2% | -12.2% |
| All | +62.5% | +11.1% | +51.4% | +47.7% |
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