+13,845.6%
SPGI vs NSC
+5,745.4%
+8,100.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | +0.1% | -5.5% | +5.7% | +2.2% |
| 30D | +8.4% | -3.2% | +11.6% | +9.7% |
| 3M | +11.8% | +7.7% | +4.2% | +8.6% |
| 6M | +5.7% | +4.5% | +1.2% | +3.3% |
| YTD | -9.7% | +15.6% | -25.2% | -15.3% |
| 1Y | -12.5% | +19.8% | -32.3% | -19.1% |
| 3Y | +21.8% | +70.1% | -48.3% | -3.3% |
| 5Y | +8.2% | +46.1% | -37.9% | -9.7% |
| 10Y | +309.5% | +328.1% | -18.6% | +125.0% |
| All | +13,845.6% | +5,745.4% | +8,100.3% | +3,213.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling