-18.5%
SPGI vs NSC
+19.4%
-38.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.1% | -2.5% |
| 7D | -3.1% | -2.0% | -1.0% | -3.1% |
| 30D | +2.0% | -3.2% | +5.2% | +2.1% |
| 3M | +4.3% | +3.9% | +0.4% | +4.4% |
| 6M | -0.2% | +7.8% | -8.0% | -0.1% |
| YTD | -14.8% | +13.4% | -28.2% | -15.3% |
| 1Y | -18.5% | +20.3% | -38.9% | -17.1% |
| All | -18.5% | +19.4% | -38.0% | -17.1% |
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 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