+209.9%
ON vs SPGI
+2,728.7%
-2,518.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +2.0% |
| 7D | +2.4% | +0.1% | +2.3% | +2.2% |
| 30D | -3.3% | +8.4% | -11.7% | -8.6% |
| 3M | -43.6% | +11.8% | -55.4% | -48.9% |
| 6M | +19.0% | +5.7% | +13.2% | +10.2% |
| YTD | +37.4% | -9.7% | +47.0% | +38.5% |
| 1Y | +54.8% | -12.5% | +67.2% | +57.9% |
| 3Y | -25.2% | +21.8% | -47.0% | -39.4% |
| 5Y | +62.7% | +8.2% | +54.5% | +43.1% |
| 10Y | +574.3% | +309.5% | +264.8% | +164.8% |
| All | +209.9% | +2,728.7% | -2,518.8% | -70.7% |
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