+47.4%
NSC vs S
-71.4%
+118.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -5.5% | -7.7% | +2.2% | -4.9% |
| 30D | -3.2% | -5.3% | +2.1% | -3.0% |
| 3M | +7.7% | +20.3% | -12.6% | +5.7% |
| 6M | +4.5% | +47.4% | -42.8% | +0.4% |
| YTD | +15.6% | +32.5% | -17.0% | +11.9% |
| 1Y | +19.8% | +9.5% | +10.3% | +17.7% |
| 3Y | +70.1% | +15.5% | +54.6% | +64.2% |
| All | +47.4% | -71.4% | +118.8% | +45.8% |
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