+1,980.5%
NOW vs SPGI
+1,309.0%
+671.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.9% | -4.0% | -4.5% |
| 7D | -6.7% | +2.6% | -9.2% | -8.5% |
| 30D | -25.8% | +19.3% | -45.1% | -35.6% |
| 3M | -12.7% | +15.5% | -28.1% | -22.0% |
| 6M | +11.2% | +18.3% | -7.1% | -2.5% |
| YTD | -33.2% | -3.8% | -29.4% | -32.0% |
| 1Y | -41.8% | +1.3% | -43.2% | -43.1% |
| 3Y | -15.7% | +33.6% | -49.3% | -33.6% |
| 5Y | -26.0% | +13.2% | -39.2% | -34.0% |
| 10Y | +515.1% | +346.3% | +168.8% | +120.5% |
| All | +1,980.5% | +1,309.0% | +671.5% | +405.7% |
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