+28.0%
NU vs SPGI
+10.6%
+17.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.1% | +10.7% | +11.1% |
| 7D | +9.9% | +1.2% | +8.7% | +9.2% |
| 30D | -11.5% | +15.9% | -27.4% | -19.4% |
| 3M | -5.1% | +12.3% | -17.4% | -12.2% |
| 6M | +3.1% | +23.7% | -20.6% | -11.4% |
| YTD | -21.0% | -3.5% | -17.5% | -21.0% |
| 1Y | -15.2% | +0.4% | -15.6% | -17.9% |
| 3Y | +56.4% | +29.9% | +26.6% | +16.8% |
| All | +28.0% | +10.6% | +17.4% | +14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling