+31.6%
SPGI vs NSC
+76.9%
-45.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.2% |
| 7D | -0.9% | -5.4% | +4.5% | +0.5% |
| 30D | +15.5% | +2.9% | +12.6% | +14.7% |
| 3M | +15.7% | -2.2% | +17.8% | +16.3% |
| 6M | +19.1% | +5.3% | +13.8% | +17.3% |
| YTD | -4.1% | +14.8% | -18.8% | -8.2% |
| 1Y | +1.2% | +16.6% | -15.4% | -3.7% |
| 3Y | +31.6% | +78.6% | -47.0% | +8.0% |
| All | +31.6% | +76.9% | -45.3% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling