-18.5%
SPGI vs NOC
-9.7%
-8.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.4% |
| 7D | -3.1% | -1.6% | -1.5% | -2.8% |
| 30D | +2.0% | -10.4% | +12.4% | +4.0% |
| 3M | +4.3% | -5.6% | +9.9% | +4.9% |
| 6M | -0.2% | -30.4% | +30.2% | +3.4% |
| YTD | -14.8% | -8.5% | -6.3% | -16.3% |
| 1Y | -18.5% | -8.3% | -10.2% | -21.4% |
| All | -18.5% | -9.7% | -8.8% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling