+813.6%
SLB vs SPGI
+15,015.0%
-14,201.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.8% | -2.9% |
| 7D | -7.7% | +2.6% | -10.3% | -8.8% |
| 30D | -0.7% | +19.3% | -20.0% | -8.1% |
| 3M | 0.0% | +15.5% | -15.5% | -6.5% |
| 6M | -10.4% | +18.3% | -28.8% | -18.0% |
| YTD | +31.5% | -3.8% | +35.3% | +30.0% |
| 1Y | +39.1% | +1.3% | +37.8% | +34.4% |
| 3Y | -5.7% | +33.6% | -39.3% | -20.3% |
| 5Y | +65.4% | +13.2% | +52.3% | +46.2% |
| 10Y | -15.6% | +346.3% | -361.9% | -59.6% |
| All | +813.6% | +15,015.0% | -14,201.3% | +10.7% |
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 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