+295.5%
SPGI vs NOC
+187.2%
+108.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.4% |
| 7D | -2.5% | -2.7% | +0.2% | -1.7% |
| 30D | +5.4% | -8.9% | +14.3% | +8.1% |
| 3M | +9.0% | -3.7% | +12.7% | +10.0% |
| 6M | +0.8% | -30.8% | +31.6% | +11.3% |
| YTD | -12.6% | -7.9% | -4.6% | -11.5% |
| 1Y | -16.1% | -9.4% | -6.7% | -14.8% |
| 3Y | +19.0% | +29.0% | -10.0% | +5.8% |
| 5Y | +5.1% | +56.1% | -51.0% | -16.8% |
| 10Y | +295.5% | +186.3% | +109.2% | +149.1% |
| All | +295.5% | +187.2% | +108.2% | +149.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 10y: compounded portfolio wealth divided by compounded NOC 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…
10y analysis · Full analysis span regression · 6 months rolling