-12.5%
SPGI vs NVD
-61.9%
+49.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.5% |
| 7D | +0.1% | -11.1% | +11.3% | +0.7% |
| 30D | +8.4% | -13.3% | +21.7% | +9.0% |
| 3M | +11.8% | -19.8% | +31.7% | +13.1% |
| 6M | +5.7% | -48.8% | +54.5% | +7.9% |
| YTD | -9.7% | -49.7% | +40.0% | -8.0% |
| 1Y | -12.5% | -61.4% | +48.9% | -9.2% |
| All | -12.5% | -61.9% | +49.4% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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