+14,839.3%
SPGI vs EOG
+7,913.4%
+6,925.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | -1.4% | +4.6% | -5.9% | -2.2% |
| 30D | +15.3% | +2.9% | +12.4% | +14.5% |
| 3M | +16.5% | +8.0% | +8.6% | +14.4% |
| 6M | +19.8% | +17.0% | +2.8% | +15.4% |
| YTD | -3.2% | +51.1% | -54.3% | -11.8% |
| 1Y | +1.8% | +45.1% | -43.3% | -6.5% |
| 3Y | +30.6% | +39.4% | -8.9% | +19.5% |
| 5Y | +16.0% | +105.6% | -89.5% | -4.5% |
| 10Y | +338.6% | +133.5% | +205.1% | +220.1% |
| All | +14,839.3% | +7,913.4% | +6,925.9% | +7,093.0% |
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 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