+299.9%
NSC vs SAN
+275.0%
+24.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | -3.5% | +3.4% | -6.9% | -4.6% |
| 30D | +3.9% | -6.3% | +10.2% | +5.9% |
| 3M | -0.8% | -14.1% | +13.3% | +3.9% |
| 6M | +7.1% | +4.2% | +3.0% | +4.3% |
| YTD | +16.4% | +9.0% | +7.4% | +10.0% |
| 1Y | +16.9% | +18.8% | -1.9% | +6.9% |
| 3Y | +78.4% | +252.0% | -173.6% | +4.5% |
| 5Y | +33.1% | +299.5% | -266.4% | -29.3% |
| 10Y | +299.9% | +276.7% | +23.2% | +106.6% |
| All | +299.9% | +275.0% | +24.9% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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