+14.1%
SPGI vs NTRS
+165.3%
-151.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.4% |
| 7D | -8.9% | +0.3% | -9.2% | -9.0% |
| 30D | +0.6% | +0.2% | +0.5% | +0.5% |
| 3M | +2.0% | +13.2% | -11.2% | -2.7% |
| 6M | +0.1% | +36.9% | -36.9% | -11.5% |
| YTD | -16.4% | +39.1% | -55.5% | -26.3% |
| 1Y | -18.9% | +50.4% | -69.4% | -30.8% |
| All | +14.1% | +165.3% | -151.2% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling