+0.8%
SPGI vs NTRS
+93.2%
-92.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | -7.4% | +1.4% | -8.8% | -7.9% |
| 30D | +0.4% | -0.7% | +1.0% | +0.5% |
| 3M | +5.3% | +11.3% | -6.1% | +1.0% |
| 6M | +1.7% | +35.5% | -33.9% | -9.9% |
| YTD | -16.4% | +40.6% | -56.9% | -26.8% |
| 1Y | -20.5% | +49.2% | -69.7% | -32.2% |
| 3Y | +14.2% | +167.2% | -153.0% | -23.9% |
| All | +0.8% | +93.2% | -92.4% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling