-44.1%
NBIS vs SPGI
+19.9%
-64.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +1.1% | -11.0% | -8.7% |
| 7D | -10.5% | +1.2% | -11.7% | -9.4% |
| 30D | -37.7% | +15.9% | -53.6% | -25.4% |
| 3M | -54.6% | +12.3% | -66.9% | -47.0% |
| 6M | -44.1% | +23.7% | -67.8% | -25.3% |
| All | -44.1% | +19.9% | -64.0% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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