+16.4%
SPGI vs NI
+70.0%
-53.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -2.4% |
| 7D | -3.1% | +1.3% | -4.4% | -3.4% |
| 30D | +2.0% | -0.3% | +2.3% | +2.1% |
| 3M | +4.3% | -9.5% | +13.8% | +7.4% |
| 6M | -0.2% | -10.2% | +10.0% | +2.7% |
| YTD | -14.8% | +1.8% | -16.6% | -16.2% |
| 1Y | -18.5% | +5.7% | -24.2% | -21.3% |
| All | +16.4% | +70.0% | -53.6% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling