+2,313.8%
SPGI vs NDAQ
+2,327.9%
-14.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.9% |
| 7D | +0.1% | -2.4% | +2.6% | +1.0% |
| 30D | +8.4% | +2.5% | +6.0% | +7.5% |
| 3M | +11.8% | +9.9% | +1.9% | +8.1% |
| 6M | +5.7% | +9.4% | -3.7% | +2.3% |
| YTD | -9.7% | +0.4% | -10.1% | -9.6% |
| 1Y | -12.5% | +4.0% | -16.5% | -13.5% |
| 3Y | +21.8% | +94.4% | -72.6% | -2.8% |
| 5Y | +8.2% | +56.7% | -48.5% | -7.5% |
| 10Y | +309.5% | +375.3% | -65.8% | +151.1% |
| All | +2,313.8% | +2,327.9% | -14.1% | +1,024.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling