+334.0%
SPGI vs NDAQ
+472.5%
-138.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.5% |
| 7D | +1.6% | +2.9% | -1.3% | -0.3% |
| 30D | +16.1% | +17.5% | -1.4% | +3.8% |
| 3M | +15.5% | +15.4% | 0.0% | +4.5% |
| 6M | +19.6% | +24.6% | -5.0% | +2.2% |
| YTD | -3.6% | +14.4% | -18.0% | -12.5% |
| 1Y | +2.2% | +26.9% | -24.7% | -13.6% |
| 3Y | +30.1% | +119.8% | -89.7% | -25.5% |
| 5Y | +14.9% | +70.5% | -55.6% | -22.8% |
| 10Y | +334.0% | +475.8% | -141.8% | +31.6% |
| All | +334.0% | +472.5% | -138.5% | +31.6% |
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