+2.2%
SPGI vs NI
+95.2%
-93.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -2.3% |
| 7D | -3.1% | +1.3% | -4.4% | -3.5% |
| 30D | +2.0% | -0.3% | +2.3% | +2.1% |
| 3M | +4.3% | -9.5% | +13.8% | +8.2% |
| 6M | -0.2% | -10.2% | +10.0% | +3.5% |
| YTD | -14.8% | +1.8% | -16.6% | -16.3% |
| 1Y | -18.5% | +5.7% | -24.2% | -21.5% |
| 3Y | +16.0% | +69.6% | -53.7% | -9.0% |
| 5Y | +2.2% | +95.8% | -93.6% | -20.8% |
| All | +2.2% | +95.2% | -93.0% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling