+17.3%
SPGI vs NXT
-16.0%
+33.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.3% | -6.3% | -0.9% |
| 7D | +0.3% | +32.2% | -32.0% | +1.3% |
| 30D | +18.4% | +21.9% | -3.5% | +19.2% |
| 3M | +15.7% | +6.6% | +9.1% | +15.5% |
| 6M | +17.3% | -16.8% | +34.1% | +15.8% |
| All | +17.3% | -16.0% | +33.3% | +15.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling