+523.3%
ON vs SPGI
+333.9%
+189.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -4.4% |
| 7D | +12.2% | +1.2% | +11.0% | +11.2% |
| 30D | -3.1% | +15.9% | -19.0% | -13.4% |
| 3M | -12.9% | +12.3% | -25.2% | -20.9% |
| 6M | -38.6% | +23.7% | -62.3% | -50.1% |
| YTD | +31.2% | -3.5% | +34.8% | +26.4% |
| 1Y | +47.6% | +0.4% | +47.2% | +37.3% |
| 3Y | +6.6% | +29.9% | -23.3% | -24.3% |
| 5Y | +21.3% | +15.2% | +6.1% | -4.7% |
| All | +523.3% | +333.9% | +189.5% | +56.0% |
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