+0.8%
SPGI vs NI
+7.3%
-6.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -0.8% | +3.1% | -3.9% | -1.2% |
| 30D | +14.3% | +11.2% | +3.1% | +13.3% |
| 3M | +14.5% | +9.8% | +4.7% | +13.5% |
| 6M | +17.3% | -1.6% | +18.9% | +16.6% |
| YTD | -4.6% | +12.6% | -17.2% | -4.7% |
| 1Y | +0.8% | +7.8% | -7.0% | +0.9% |
| All | +0.8% | +7.3% | -6.5% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling