+19.0%
SPGI vs EOG
+21.8%
-2.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | -2.5% | -2.0% | -0.5% | -2.3% |
| 30D | +5.4% | +7.9% | -2.5% | +4.6% |
| 3M | +9.0% | +4.5% | +4.6% | +8.4% |
| 6M | +0.8% | +12.3% | -11.5% | -1.1% |
| YTD | -12.6% | +41.9% | -54.4% | -17.3% |
| 1Y | -16.1% | +27.8% | -44.0% | -19.3% |
| 3Y | +19.0% | +21.8% | -2.8% | +13.0% |
| All | +19.0% | +21.8% | -2.9% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling