+16.1%
SPGI vs NVD
-99.1%
+115.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.5% | -6.4% | -1.7% |
| 7D | -8.9% | +9.0% | -18.0% | -8.6% |
| 30D | +0.6% | -5.5% | +6.1% | +0.6% |
| 3M | +2.0% | -24.6% | +26.6% | +1.1% |
| 6M | +0.1% | -42.1% | +42.1% | -1.6% |
| YTD | -16.4% | -44.3% | +27.9% | -17.8% |
| 1Y | -18.9% | -54.2% | +35.2% | -20.9% |
| 3Y | +13.8% | -99.1% | +112.9% | -15.8% |
| All | +16.1% | -99.1% | +115.3% | -14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling