+334.0%
SPGI vs NSC
+301.1%
+32.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | +0.2% |
| 7D | +1.6% | -3.4% | +5.0% | +3.2% |
| 30D | +16.1% | +3.6% | +12.5% | +14.2% |
| 3M | +15.5% | -1.4% | +16.9% | +16.0% |
| 6M | +19.6% | +6.0% | +13.7% | +15.9% |
| YTD | -3.6% | +15.5% | -19.1% | -11.0% |
| 1Y | +2.2% | +16.2% | -14.0% | -6.0% |
| 3Y | +30.1% | +76.9% | -46.8% | -5.6% |
| 5Y | +14.9% | +29.3% | -14.4% | -3.6% |
| 10Y | +334.0% | +298.3% | +35.7% | +121.0% |
| All | +334.0% | +301.1% | +32.9% | +121.0% |
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