+14,784.9%
SPGI vs NI
+5,620.3%
+9,164.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | +1.6% | +1.5% | +0.1% | +1.0% |
| 30D | +16.1% | +11.9% | +4.2% | +10.9% |
| 3M | +15.5% | +9.1% | +6.3% | +11.3% |
| 6M | +19.6% | -1.8% | +21.4% | +20.1% |
| YTD | -3.6% | +11.4% | -15.0% | -8.5% |
| 1Y | +2.2% | +6.4% | -4.1% | -1.1% |
| 3Y | +30.1% | +98.2% | -68.1% | -3.7% |
| 5Y | +14.9% | +110.1% | -95.1% | -17.8% |
| 10Y | +334.0% | +189.0% | +145.0% | +161.6% |
| All | +14,784.9% | +5,620.3% | +9,164.6% | +3,279.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling