+2,446.0%
SPGI vs NDAQ
+2,593.6%
-147.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.1% |
| 7D | +0.3% | +0.8% | -0.6% | 0.0% |
| 30D | +18.4% | +16.5% | +1.9% | +12.1% |
| 3M | +15.7% | +13.5% | +2.2% | +10.7% |
| 6M | +17.3% | +20.9% | -3.7% | +9.6% |
| YTD | -4.7% | +11.4% | -16.1% | -8.1% |
| 1Y | +1.8% | +25.9% | -24.1% | -5.9% |
| 3Y | +31.7% | +119.9% | -88.2% | +0.6% |
| 5Y | +12.1% | +61.7% | -49.7% | -5.5% |
| 10Y | +341.9% | +481.6% | -139.6% | +154.1% |
| All | +2,446.0% | +2,593.6% | -147.6% | +1,042.5% |
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