+331.3%
SPGI vs NDAQ
+476.9%
-145.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.2% |
| 7D | +0.3% | +0.8% | -0.6% | -0.3% |
| 30D | +18.4% | +16.5% | +1.9% | +6.5% |
| 3M | +15.7% | +13.5% | +2.2% | +5.9% |
| 6M | +17.3% | +20.9% | -3.7% | +2.3% |
| YTD | -4.7% | +11.4% | -16.1% | -12.0% |
| 1Y | +1.8% | +25.9% | -24.1% | -13.5% |
| 3Y | +31.7% | +119.9% | -88.2% | -24.6% |
| 5Y | +12.1% | +61.7% | -49.7% | -21.9% |
| All | +331.3% | +476.9% | -145.6% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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