-20.5%
SPGI vs NTR
+39.1%
-59.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | 0.0% |
| 7D | -7.4% | -1.3% | -6.1% | -7.5% |
| 30D | +0.4% | +16.8% | -16.4% | +1.9% |
| 3M | +5.3% | +20.7% | -15.5% | +7.2% |
| 6M | +1.7% | +0.5% | +1.1% | +1.7% |
| YTD | -16.4% | +29.2% | -45.5% | -15.1% |
| 1Y | -20.5% | +39.6% | -60.1% | -19.1% |
| All | -20.5% | +39.1% | -59.6% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling