+178.9%
SPGI vs NTR
+97.9%
+81.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.2% |
| 7D | -7.4% | -1.3% | -6.1% | -7.1% |
| 30D | +0.4% | +16.8% | -16.4% | -3.3% |
| 3M | +5.3% | +20.7% | -15.5% | +0.3% |
| 6M | +1.7% | +0.5% | +1.1% | +0.6% |
| YTD | -16.4% | +29.2% | -45.5% | -22.9% |
| 1Y | -20.5% | +39.6% | -60.1% | -28.6% |
| 3Y | +14.2% | +37.9% | -23.6% | +1.0% |
| 5Y | +0.6% | +47.1% | -46.5% | -21.0% |
| All | +178.9% | +97.9% | +81.0% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling