+19.8%
SPGI vs EOG
+18.5%
+1.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.5% |
| 7D | -1.4% | +4.6% | -5.9% | -0.8% |
| 30D | +15.3% | +2.9% | +12.4% | +15.6% |
| 3M | +16.5% | +8.0% | +8.6% | +17.9% |
| 6M | +19.8% | +17.0% | +2.8% | +23.2% |
| All | +19.8% | +18.5% | +1.3% | +23.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling