+535.7%
ON vs SPGI
+335.3%
+200.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.4% |
| 7D | -4.1% | +1.6% | -5.7% | -5.1% |
| 30D | -10.2% | +16.1% | -26.3% | -19.8% |
| 3M | -12.7% | +15.5% | -28.2% | -22.5% |
| 6M | -32.5% | +19.6% | -52.2% | -43.9% |
| YTD | +28.6% | -3.6% | +32.1% | +23.9% |
| 1Y | +43.4% | +2.2% | +41.2% | +31.2% |
| 3Y | +3.3% | +30.1% | -26.8% | -26.7% |
| 5Y | +22.5% | +14.9% | +7.6% | -3.5% |
| 10Y | +535.7% | +334.0% | +201.7% | +66.1% |
| All | +535.7% | +335.3% | +200.4% | +66.1% |
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