+282.9%
SPGI vs NTRS
+259.9%
+22.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | -7.4% | +1.4% | -8.8% | -7.9% |
| 30D | +0.4% | -0.7% | +1.0% | +0.6% |
| 3M | +5.3% | +11.3% | -6.1% | +0.6% |
| 6M | +1.7% | +35.5% | -33.9% | -10.8% |
| YTD | -16.4% | +40.6% | -56.9% | -27.7% |
| 1Y | -20.5% | +49.2% | -69.7% | -33.1% |
| 3Y | +14.2% | +167.2% | -153.0% | -26.2% |
| 5Y | +0.6% | +94.9% | -94.3% | -28.0% |
| All | +282.9% | +259.9% | +22.9% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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