+343.3%
SPGI vs NDAQ
+471.8%
-128.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.2% |
| 7D | +1.2% | +1.3% | 0.0% | +0.4% |
| 30D | +15.9% | +18.0% | -2.0% | +3.4% |
| 3M | +12.3% | +11.5% | +0.8% | +4.0% |
| 6M | +23.7% | +21.1% | +2.6% | +7.8% |
| YTD | -3.5% | +12.8% | -16.4% | -11.6% |
| 1Y | +0.4% | +25.7% | -25.3% | -14.5% |
| 3Y | +29.9% | +116.8% | -86.9% | -24.9% |
| 5Y | +15.2% | +67.3% | -52.1% | -21.6% |
| All | +343.3% | +471.8% | -128.4% | +34.6% |
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