+2.2%
SPGI vs NSC
+17.7%
-15.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | +0.4% |
| 7D | +1.6% | -3.4% | +5.0% | +1.9% |
| 30D | +16.1% | +3.6% | +12.5% | +16.1% |
| 3M | +15.5% | -1.4% | +16.9% | +15.7% |
| 6M | +19.6% | +6.0% | +13.7% | +19.8% |
| YTD | -3.6% | +15.5% | -19.1% | -4.9% |
| 1Y | +2.2% | +16.2% | -14.0% | +0.3% |
| All | +2.2% | +17.7% | -15.5% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling