+13,845.6%
SPGI vs NOC
+16,458.4%
-2,612.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.8% |
| 7D | +0.1% | -5.2% | +5.3% | +1.7% |
| 30D | +8.4% | -7.2% | +15.6% | +10.7% |
| 3M | +11.8% | -5.1% | +16.9% | +13.3% |
| 6M | +5.7% | -31.1% | +36.8% | +17.1% |
| YTD | -9.7% | -8.6% | -1.1% | -8.2% |
| 1Y | -12.5% | -9.7% | -2.7% | -10.8% |
| 3Y | +21.8% | +24.3% | -2.5% | +10.9% |
| 5Y | +8.2% | +52.6% | -44.4% | -9.7% |
| 10Y | +309.5% | +183.6% | +125.9% | +179.3% |
| All | +13,845.6% | +16,458.4% | -2,612.7% | +4,694.9% |
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 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