+37.5%
NSC vs S
-48.9%
+86.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.0% | -6.2% | +1.3% |
| 7D | -5.4% | +1.6% | -6.9% | -5.5% |
| 30D | +2.9% | -10.5% | +13.4% | +3.6% |
| 3M | -2.2% | +9.9% | -12.1% | -3.2% |
| 6M | +5.3% | +41.8% | -36.5% | +1.9% |
| YTD | +14.8% | +56.8% | -42.0% | +9.7% |
| 1Y | +16.6% | +39.0% | -22.4% | +12.4% |
| 3Y | +78.6% | +53.8% | +24.8% | +69.4% |
| 5Y | +27.2% | -68.6% | +95.8% | +21.0% |
| All | +37.5% | -48.9% | +86.4% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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