+958.5%
SLB vs SPGI
+14,090.3%
-13,131.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +0.8% |
| 7D | +0.8% | +0.1% | +0.7% | +0.6% |
| 30D | +15.8% | +8.4% | +7.4% | +11.6% |
| 3M | -0.3% | +11.8% | -12.2% | -6.0% |
| 6M | +21.3% | +5.7% | +15.6% | +16.7% |
| YTD | +52.3% | -9.7% | +62.0% | +55.1% |
| 1Y | +63.6% | -12.5% | +76.1% | +68.2% |
| 3Y | +3.8% | +21.8% | -18.1% | -8.6% |
| 5Y | +128.6% | +8.2% | +120.5% | +105.8% |
| 10Y | -3.1% | +309.5% | -312.6% | -51.7% |
| All | +958.5% | +14,090.3% | -13,131.8% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling