+1,449.6%
NET vs SPGI
+97.2%
+1,352.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -0.8% |
| 7D | -7.0% | +0.1% | -7.1% | -7.1% |
| 30D | -4.8% | +8.4% | -13.2% | -10.3% |
| 3M | +3.8% | +11.8% | -8.0% | -6.0% |
| 6M | +50.0% | +5.7% | +44.3% | +42.1% |
| YTD | +41.5% | -9.7% | +51.2% | +48.6% |
| 1Y | +32.8% | -12.5% | +45.3% | +41.0% |
| 3Y | +335.9% | +21.8% | +314.1% | +255.8% |
| 5Y | +113.8% | +8.2% | +105.6% | +86.5% |
| All | +1,449.6% | +97.2% | +1,352.3% | +997.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling