+19.3%
NU vs SPGI
+11.0%
+8.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.8% |
| 7D | +2.8% | -1.4% | +4.1% | +3.6% |
| 30D | -23.0% | +15.3% | -38.3% | -29.7% |
| 3M | -9.7% | +16.5% | -26.3% | -18.5% |
| 6M | -8.7% | +19.8% | -28.6% | -20.0% |
| YTD | -26.4% | -3.2% | -23.2% | -26.5% |
| 1Y | -24.8% | +1.8% | -26.6% | -28.1% |
| 3Y | +44.6% | +30.6% | +14.0% | +7.5% |
| All | +19.3% | +11.0% | +8.3% | +6.7% |
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