+5.1%
SPGI vs EOG
+169.6%
-164.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.5% |
| 3M | +9.0% | +4.5% | +4.6% | +8.3% |
| 6M | +0.8% | +12.3% | -11.5% | -0.9% |
| YTD | -12.6% | +41.9% | -54.4% | -16.6% |
| 1Y | -16.1% | +27.8% | -44.0% | -19.0% |
| 3Y | +19.0% | +21.8% | -2.8% | +14.6% |
| 5Y | +5.1% | +174.0% | -168.9% | -1.9% |
| All | +5.1% | +169.6% | -164.5% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling