+673.5%
NBIS vs SPGI
-2.1%
+675.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | +0.4% | +15.1% | +15.5% |
| 7D | +9.3% | -1.4% | +10.7% | +9.2% |
| 30D | -26.4% | +15.3% | -41.6% | -25.9% |
| 3M | -19.9% | +16.5% | -36.5% | -19.6% |
| 6M | -16.9% | +19.8% | -36.7% | -18.3% |
| YTD | +84.8% | -3.2% | +88.0% | +102.0% |
| 1Y | +51.3% | +1.8% | +49.5% | +58.9% |
| All | +673.5% | -2.1% | +675.5% | +703.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling