+338.6%
SPGI vs NI
+196.3%
+142.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | -0.8% | +3.1% | -3.9% | -2.0% |
| 30D | +14.3% | +11.2% | +3.1% | +9.6% |
| 3M | +14.5% | +9.8% | +4.7% | +10.2% |
| 6M | +17.3% | -1.6% | +18.9% | +17.7% |
| YTD | -4.6% | +12.6% | -17.2% | -9.8% |
| 1Y | +0.8% | +7.8% | -7.0% | -3.1% |
| 3Y | +28.8% | +100.5% | -71.7% | -5.2% |
| 5Y | +14.0% | +114.4% | -100.5% | -19.1% |
| All | +338.6% | +196.3% | +142.3% | +193.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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