+343.3%
SPGI vs EOG
+141.0%
+202.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.7% | +0.8% |
| 7D | +1.2% | +7.6% | -6.4% | 0.0% |
| 30D | +15.9% | +3.4% | +12.5% | +15.1% |
| 3M | +12.3% | +12.7% | -0.4% | +9.8% |
| 6M | +23.7% | +19.0% | +4.7% | +19.4% |
| YTD | -3.5% | +55.6% | -59.1% | -11.6% |
| 1Y | +0.4% | +49.5% | -49.1% | -7.3% |
| 3Y | +29.9% | +43.2% | -13.3% | +19.6% |
| 5Y | +15.2% | +111.8% | -96.7% | -4.0% |
| All | +343.3% | +141.0% | +202.4% | +221.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 10y: compounded portfolio wealth divided by compounded EOG 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…
10y analysis · Full analysis span regression · 6 months rolling