+7,888.8%
SPGI vs NTAP
+22,264.5%
-14,375.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | +0.1% |
| 7D | -0.9% | -5.0% | +4.1% | -0.2% |
| 30D | +15.5% | -25.8% | +41.3% | +20.1% |
| 3M | +15.7% | -6.9% | +22.6% | +16.1% |
| 6M | +19.1% | +50.0% | -30.9% | +10.6% |
| YTD | -4.1% | +66.9% | -71.0% | -12.5% |
| 1Y | +1.2% | +58.3% | -57.1% | -7.1% |
| 3Y | +31.6% | +145.1% | -113.5% | +11.8% |
| 5Y | +12.4% | +114.2% | -101.8% | -3.0% |
| 10Y | +334.3% | +576.6% | -242.3% | +213.5% |
| All | +7,888.8% | +22,264.5% | -14,375.6% | +3,827.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling