+45.2%
NU vs SPGI
-2.3%
+47.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -0.6% |
| 7D | -2.6% | -3.1% | +0.5% | -0.8% |
| 30D | +8.2% | +2.0% | +6.2% | +6.3% |
| 3M | +26.3% | +4.3% | +21.9% | +21.0% |
| 6M | +2.2% | -0.2% | +2.5% | +0.8% |
| YTD | -10.4% | -14.8% | +4.4% | -3.0% |
| 1Y | -3.0% | -18.5% | +15.6% | +8.1% |
| 3Y | +120.3% | +16.0% | +104.3% | +75.9% |
| All | +45.2% | -2.3% | +47.5% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling