+38.5%
NSC vs S
-56.8%
+95.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -5.5% | -7.7% | +2.2% | -5.0% |
| 30D | -3.2% | -5.3% | +2.1% | -3.0% |
| 3M | +7.7% | +20.3% | -12.6% | +5.8% |
| 6M | +4.5% | +47.4% | -42.8% | +0.7% |
| YTD | +15.6% | +32.5% | -17.0% | +12.1% |
| 1Y | +19.8% | +9.5% | +10.3% | +17.9% |
| 3Y | +70.1% | +15.5% | +54.6% | +64.8% |
| 5Y | +46.1% | -71.2% | +117.3% | +41.3% |
| All | +38.5% | -56.8% | +95.2% | +36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling