+5.7%
SPGI vs NXT
-16.4%
+22.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.5% |
| 7D | +0.1% | -1.1% | +1.2% | 0.0% |
| 30D | +8.4% | -15.3% | +23.7% | +7.0% |
| 3M | +11.8% | -43.8% | +55.6% | +6.8% |
| 6M | +5.7% | -18.7% | +24.4% | +5.9% |
| All | +5.7% | -16.4% | +22.1% | +5.9% |
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