+24.4%
NSC vs S
-67.4%
+91.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.5% | -3.0% |
| 7D | -6.6% | -13.4% | +6.8% | -5.6% |
| 30D | +2.2% | -14.0% | +16.1% | +3.2% |
| 3M | -6.2% | +4.9% | -11.1% | -7.0% |
| 6M | +1.7% | +42.0% | -40.3% | -2.0% |
| YTD | +12.2% | +45.1% | -32.9% | +7.4% |
| 1Y | +15.4% | +33.1% | -17.7% | +11.2% |
| 3Y | +73.3% | +40.6% | +32.7% | +64.3% |
| All | +24.4% | -67.4% | +91.8% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling