+14,712.9%
SPGI vs EOG
+7,635.1%
+7,077.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | -0.9% | -6.0% | +5.1% | +0.3% |
| 30D | +15.5% | +0.9% | +14.7% | +15.2% |
| 3M | +15.7% | +10.9% | +4.8% | +13.0% |
| 6M | +19.1% | +15.8% | +3.3% | +14.9% |
| YTD | -4.1% | +45.8% | -49.9% | -11.9% |
| 1Y | +1.2% | +45.3% | -44.1% | -7.1% |
| 3Y | +31.6% | +36.2% | -4.6% | +21.0% |
| 5Y | +12.4% | +94.0% | -81.5% | -6.4% |
| 10Y | +334.3% | +120.5% | +213.8% | +220.6% |
| All | +14,712.9% | +7,635.1% | +7,077.8% | +7,081.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling