+14,609.4%
SPGI vs NOC
+16,780.9%
-2,171.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | +0.3% | -5.8% | +6.1% | +1.9% |
| 30D | +18.4% | +10.9% | +7.5% | +14.8% |
| 3M | +15.7% | -7.1% | +22.8% | +17.9% |
| 6M | +17.3% | -5.3% | +22.6% | +18.6% |
| YTD | -4.7% | -6.8% | +2.1% | -3.8% |
| 1Y | +1.8% | -6.7% | +8.5% | +2.7% |
| 3Y | +31.7% | +17.2% | +14.5% | +22.1% |
| 5Y | +12.1% | +56.3% | -44.2% | -7.0% |
| 10Y | +341.9% | +173.7% | +168.2% | +204.1% |
| All | +14,609.4% | +16,780.9% | -2,171.5% | +4,919.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling