+2,771.1%
NOW vs SPGI
+1,222.8%
+1,548.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -1.8% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | +20.5% | +8.4% | +12.1% | +13.7% |
| 3M | +18.3% | +11.8% | +6.5% | +8.5% |
| 6M | +24.1% | +5.7% | +18.4% | +20.1% |
| YTD | -7.8% | -9.7% | +1.9% | -0.8% |
| 1Y | -21.4% | -12.5% | -8.9% | -14.0% |
| 3Y | +19.5% | +21.8% | -2.3% | +1.3% |
| 5Y | +4.1% | +8.2% | -4.1% | -3.1% |
| 10Y | +826.4% | +309.5% | +516.9% | +255.6% |
| All | +2,771.1% | +1,222.8% | +1,548.3% | +637.2% |
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