+561.8%
ON vs SPGI
+296.1%
+265.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.2% | -1.2% | -2.1% |
| 7D | -2.2% | -2.5% | +0.3% | -0.4% |
| 30D | -12.4% | +5.4% | -17.8% | -16.3% |
| 3M | -41.2% | +9.0% | -50.2% | -46.7% |
| 6M | +25.0% | +0.8% | +24.2% | +18.6% |
| YTD | +31.3% | -12.6% | +43.8% | +36.8% |
| 1Y | +45.4% | -16.1% | +61.5% | +55.3% |
| 3Y | -27.4% | +19.0% | -46.4% | -44.9% |
| 5Y | +58.5% | +5.1% | +53.4% | +33.2% |
| 10Y | +561.8% | +295.5% | +266.4% | +77.6% |
| All | +561.8% | +296.1% | +265.7% | +77.6% |
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