-24.1%
NU vs SPGI
+3.2%
-27.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.4% | -0.1% | +2.6% |
| 7D | +0.2% | +7.2% | -7.0% | -1.2% |
| 30D | -21.0% | +23.2% | -44.2% | -24.2% |
| 3M | -16.3% | +17.0% | -33.4% | -19.2% |
| 6M | -15.3% | +20.4% | -35.7% | -19.0% |
| YTD | -28.4% | -1.9% | -26.5% | -31.7% |
| 1Y | -24.1% | +2.9% | -27.0% | -27.4% |
| All | -24.1% | +3.2% | -27.3% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling