+16.4%
SPGI vs NVDL
+662.3%
-645.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.5% |
| 7D | -3.1% | -0.8% | -2.3% | -3.1% |
| 30D | +2.0% | +3.4% | -1.4% | +1.8% |
| 3M | +4.3% | +8.1% | -3.8% | +3.7% |
| 6M | -0.2% | +31.9% | -32.1% | -2.1% |
| YTD | -14.8% | +21.1% | -35.9% | -16.3% |
| 1Y | -18.5% | +34.0% | -52.6% | -20.8% |
| All | +16.4% | +662.3% | -645.9% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 3y: compounded portfolio wealth divided by compounded NVDL 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…
3y analysis · Full analysis span regression · 6 months rolling