+112.5%
NET vs SPGI
+8.3%
+104.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -0.4% |
| 7D | -7.0% | +0.1% | -7.1% | -7.2% |
| 30D | -4.8% | +8.4% | -13.2% | -12.6% |
| 3M | +3.8% | +11.8% | -8.0% | -10.5% |
| 6M | +50.0% | +5.7% | +44.3% | +38.0% |
| YTD | +41.5% | -9.7% | +51.2% | +51.5% |
| 1Y | +32.8% | -12.5% | +45.3% | +44.4% |
| 3Y | +335.9% | +21.8% | +314.1% | +182.6% |
| All | +112.5% | +8.3% | +104.2% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling