-18.5%
SPGI vs NTAP
+54.6%
-73.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.2% | -2.4% |
| 7D | -3.1% | +2.2% | -5.3% | -3.2% |
| 30D | +2.0% | -7.0% | +9.1% | +2.4% |
| 3M | +4.3% | +12.3% | -8.0% | +3.4% |
| 6M | -0.2% | +85.1% | -85.4% | -6.6% |
| YTD | -14.8% | +74.8% | -89.6% | -20.6% |
| 1Y | -18.5% | +52.7% | -71.2% | -26.0% |
| All | -18.5% | +54.6% | -73.1% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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