+309.6%
NSC vs SAN
+236.7%
+72.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.1% |
| 7D | -6.6% | +4.9% | -11.5% | -8.2% |
| 30D | +2.2% | -13.0% | +15.1% | +6.8% |
| 3M | -6.2% | -18.9% | +12.7% | +0.1% |
| 6M | +1.7% | -4.1% | +5.8% | +1.9% |
| YTD | +12.2% | +2.6% | +9.7% | +8.3% |
| 1Y | +15.4% | +16.9% | -1.5% | +6.0% |
| 3Y | +73.3% | +239.1% | -165.7% | +2.9% |
| 5Y | +24.7% | +266.8% | -242.2% | -31.4% |
| All | +309.6% | +236.7% | +72.9% | +121.1% |
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