+18.4%
SPGI vs NVD
-99.2%
+117.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.4% | -2.5% |
| 7D | -3.1% | +0.5% | -3.6% | -3.1% |
| 30D | +2.0% | -9.3% | +11.3% | +1.8% |
| 3M | +4.3% | -22.1% | +26.4% | +3.7% |
| 6M | -0.2% | -45.8% | +45.6% | -2.2% |
| YTD | -14.8% | -46.7% | +31.9% | -16.3% |
| 1Y | -18.5% | -59.5% | +40.9% | -21.0% |
| 3Y | +16.0% | -99.2% | +115.1% | -14.3% |
| All | +18.4% | -99.2% | +117.6% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling