-26.4%
NOW vs SPGI
+11.1%
-37.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.5% |
| 7D | -3.0% | +0.3% | -3.3% | -3.3% |
| 30D | -26.0% | +18.4% | -44.4% | -37.2% |
| 3M | -13.1% | +15.7% | -28.8% | -24.3% |
| 6M | +14.5% | +17.3% | -2.8% | -1.9% |
| YTD | -33.4% | -4.7% | -28.7% | -31.9% |
| 1Y | -40.6% | +1.8% | -42.4% | -42.9% |
| 3Y | -16.3% | +31.7% | -48.0% | -40.1% |
| All | -26.4% | +11.1% | -37.5% | -33.0% |
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