+282.6%
SPGI vs NI
+143.3%
+139.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | -8.9% | -0.6% | -8.3% | -8.7% |
| 30D | +0.6% | -1.4% | +2.1% | +1.2% |
| 3M | +2.0% | -10.6% | +12.5% | +6.4% |
| 6M | +0.1% | -9.9% | +10.0% | +3.8% |
| YTD | -16.4% | +1.2% | -17.6% | -17.5% |
| 1Y | -18.9% | +4.4% | -23.4% | -21.2% |
| 3Y | +13.8% | +68.6% | -54.9% | -10.1% |
| 5Y | +0.5% | +98.0% | -97.5% | -26.3% |
| All | +282.6% | +143.3% | +139.3% | +171.9% |
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