+296.4%
SPGI vs NSC
+324.0%
-27.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.1% | -1.9% |
| 7D | -3.1% | -2.0% | -1.0% | -2.2% |
| 30D | +2.0% | -3.2% | +5.2% | +3.5% |
| 3M | +4.3% | +3.9% | +0.4% | +2.3% |
| 6M | -0.2% | +7.8% | -8.0% | -4.3% |
| YTD | -14.8% | +13.4% | -28.2% | -20.6% |
| 1Y | -18.5% | +20.3% | -38.9% | -26.4% |
| 3Y | +16.0% | +76.1% | -60.1% | -15.8% |
| 5Y | +2.2% | +45.0% | -42.8% | -19.2% |
| 10Y | +296.4% | +335.7% | -39.3% | +85.1% |
| All | +296.4% | +324.0% | -27.6% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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