-25.8%
NOW vs SPGI
+13.6%
-39.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.5% |
| 7D | -8.7% | +1.6% | -10.3% | -10.0% |
| 30D | -29.3% | +16.1% | -45.4% | -38.8% |
| 3M | -21.8% | +15.5% | -37.3% | -31.8% |
| 6M | +9.2% | +19.6% | -10.4% | -8.1% |
| YTD | -35.0% | -3.6% | -31.4% | -34.2% |
| 1Y | -42.5% | +2.2% | -44.7% | -44.9% |
| 3Y | -21.5% | +30.1% | -51.7% | -43.0% |
| 5Y | -25.8% | +14.9% | -40.7% | -35.0% |
| All | -25.8% | +13.6% | -39.3% | -35.0% |
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