+73.6%
SLB vs SPGI
+14.2%
+59.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.2% |
| 7D | +2.6% | -0.8% | +3.4% | +2.7% |
| 30D | +4.4% | +14.3% | -9.9% | +1.4% |
| 3M | -2.7% | +14.5% | -17.2% | -5.8% |
| 6M | -7.5% | +17.3% | -24.8% | -11.3% |
| YTD | +34.8% | -4.6% | +39.4% | +35.9% |
| 1Y | +44.6% | +0.8% | +43.8% | +43.4% |
| 3Y | +3.2% | +28.8% | -25.6% | -4.4% |
| 5Y | +73.6% | +14.0% | +59.6% | +54.1% |
| All | +73.6% | +14.2% | +59.3% | +54.1% |
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 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