+13.7%
SPGI vs NDAQ
+66.7%
-53.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.1% |
| 3M | +12.3% | +11.5% | +0.8% | +4.5% |
| 6M | +23.7% | +21.1% | +2.6% | +8.7% |
| YTD | -3.5% | +12.8% | -16.4% | -11.2% |
| 1Y | +0.4% | +25.7% | -25.3% | -13.6% |
| 3Y | +29.9% | +116.8% | -86.9% | -20.8% |
| All | +13.7% | +66.7% | -53.0% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling