+9.5%
SPGI vs NTAP
+128.6%
-119.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +0.1% | -0.8% | +0.9% | +0.3% |
| 30D | +8.4% | -0.5% | +8.9% | +8.4% |
| 3M | +11.8% | +4.1% | +7.8% | +10.2% |
| 6M | +5.7% | +88.0% | -82.2% | -11.2% |
| YTD | -9.7% | +75.6% | -85.2% | -23.0% |
| 1Y | -12.5% | +58.9% | -71.4% | -23.6% |
| 3Y | +21.8% | +153.6% | -131.8% | -14.1% |
| All | +9.5% | +128.6% | -119.2% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling