+22.9%
SPGI vs NOC
+25.7%
-2.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.2% |
| 7D | +0.1% | -5.2% | +5.3% | +0.8% |
| 30D | +8.4% | -7.2% | +15.6% | +9.4% |
| 3M | +11.8% | -5.1% | +16.9% | +12.4% |
| 6M | +5.7% | -31.1% | +36.8% | +9.4% |
| YTD | -9.7% | -8.6% | -1.1% | -9.3% |
| 1Y | -12.5% | -9.7% | -2.7% | -12.0% |
| All | +22.9% | +25.7% | -2.7% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling