+13,399.1%
SPGI vs NTRS
+7,620.3%
+5,778.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.8% |
| 7D | -2.5% | +1.7% | -4.2% | -3.1% |
| 30D | +5.4% | +0.1% | +5.3% | +5.3% |
| 3M | +9.0% | +9.8% | -0.8% | +5.0% |
| 6M | +0.8% | +34.7% | -33.9% | -10.6% |
| YTD | -12.6% | +37.4% | -50.0% | -23.0% |
| 1Y | -16.1% | +48.2% | -64.3% | -28.5% |
| 3Y | +19.0% | +163.5% | -144.5% | -20.0% |
| 5Y | +5.1% | +88.2% | -83.2% | -21.8% |
| 10Y | +295.5% | +246.8% | +48.6% | +122.2% |
| All | +13,399.1% | +7,620.3% | +5,778.8% | +3,250.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling