+40.3%
SPGI vs NXT
+246.1%
-205.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.3% | -6.3% | -1.1% |
| 7D | +0.3% | +32.2% | -32.0% | -0.3% |
| 30D | +18.4% | +21.9% | -3.5% | +17.9% |
| 3M | +15.7% | +6.6% | +9.1% | +15.4% |
| 6M | +17.3% | -16.8% | +34.1% | +17.3% |
| YTD | -4.7% | +20.4% | -25.2% | -6.4% |
| 1Y | +1.8% | -1.5% | +3.3% | +0.8% |
| 3Y | +31.7% | +182.4% | -150.7% | +19.1% |
| All | +40.3% | +246.1% | -205.8% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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