+45.8%
NU vs SPGI
+30.4%
+15.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.8% |
| 7D | +2.8% | -1.4% | +4.1% | +3.3% |
| 30D | -23.0% | +15.3% | -38.3% | -27.2% |
| 3M | -9.7% | +16.5% | -26.3% | -15.3% |
| 6M | -8.7% | +19.8% | -28.6% | -15.8% |
| YTD | -26.4% | -3.2% | -23.2% | -26.0% |
| 1Y | -24.8% | +1.8% | -26.6% | -26.7% |
| All | +45.8% | +30.4% | +15.4% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling