+163.8%
ON vs SPGI
+2,883.6%
-2,719.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.1% |
| 7D | -11.7% | +0.3% | -11.9% | -11.9% |
| 30D | -23.3% | +18.4% | -41.6% | -31.4% |
| 3M | -19.2% | +15.7% | -34.9% | -27.1% |
| 6M | -40.1% | +17.3% | -57.4% | -48.2% |
| YTD | +16.9% | -4.7% | +21.6% | +13.3% |
| 1Y | +29.7% | +1.8% | +27.9% | +20.2% |
| 3Y | -4.4% | +31.7% | -36.1% | -26.7% |
| 5Y | +7.1% | +12.1% | -5.0% | -8.0% |
| 10Y | +447.2% | +341.9% | +105.2% | +103.8% |
| All | +163.8% | +2,883.6% | -2,719.9% | -76.0% |
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 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